You would also want to turn the steering wheel back/forth from stop to stop without the pump working. You are bleeding the air out of the system. Remember air compresses with pressure, so the pump builds hydraulic pressure through the fluid. The air absorbs the pressure and 'pillows'. Pillow is a term to emphasize the shape of air bubble will take before it releases from the surface it is on. Thus you need the rotatation both with pressure and without.
Note, turning steering wheel without power is easily done with both tires off the ground. There is no friction on the tires that way.