Yes as above, the engine has to be running to fill the box with oil and force the power-piston to take up the slack internally.
With the engine running, observe the steering downshaft at the coupler. It should move in and out as you change steering directions, just a little. This is normal and must be there to some extent. This action is what activates the boost control valve, and tells the steering box to start boosting.
However, there must NOT be any play in the coupler itself, which could indicate a wrongly assembled coupler.
At the steering wheel,this total play should involve less than 45*, IMO. Unless you have a modified box, then it could be less. Mine is about 30*, because I added several reaction discs to the box, to reduce the assist. This makes the box feel similar to a manual box but the faster ratio of the PS box is way more fun. And I don't get that Fifth-Avenue Super Boost.
