The wires are two 110v hots and a neutral.
They go to the pressure switch where only the hots are routed through the switch contacts when they are closed. The neutral is never switched.
Make SURE the power is off at the breaker and remove the screw to permit the removal of the switch cover. Check the voltage from each wire to ground with a meter, it better read zero otherwise the power is still on and dangerous.
It is now easy enough to put a 4 watt night light bulb between one hot going to the pump and the white neutral. One bulb will tell you when the power is on, which will meet your request.
One bulb on each leg would indicated if there was a problem should only one light. This would suggest a problem with the switch contacts and could lead to premature pump failure.
See digikey.com for other light options. It must be 110v rated. I would stay away from neon indicators since they will become unreliable after 1 to 5 years. There are many panel mount lights with wire leads.
If you are handy a LED, 50k ohm 1/2 watt resistor and a diode with a 600v or greater reverse break down voltage, all in series, will do the job and only consume .13 watts. (It is only on during 1/2 a AC cycle). Drill a small hole in the switch cover for a purchased indicator light or for the LED. Either end of the 3 component string can go to the hot and neutral since you do not care if it is on during the + or - cycle.