We need to paint exposed black asphalt emulsion dampproofing on a concrete foundation. Is there a primer that will insure the paints adhession to the dampproofing?

I honestly have never heard of one... because its really not a solid but a very thick viscous liquid that has a percentage of light petrolium components that will contine to slowly leech out over many, many years. I would however be curious if there is.

Is this an interior or exterior wall?

I can't imagine a paint that would adhere properly or for very long to that damproofing material. Maybe you could try a paint designed for asphalt pavement (below) but you are dealing with a vastly different material than pavement.
Asphalt Paint at Menards (http://www.menards.com/main/building-materials/concrete-cement-masonry/blacktop-sealer-repair/blacktop-sealer/asphalt-paint/p-1965049-c-5645.htm)
I assume this is a case where the damproofing was applied too high on the foundation. I have seen references to removing this material from concrete with mineral spirits or kerosene.
Also, could you fill in with soil to cover it and improve drainage away from the house at the same time?