I have a crown oil furnace with hot water baseboard heat. When it kicks on, it starts to warm up the closest baseboard, then stops. I pulled the pressure relief valve, and nothing comes out. How do I pressurize the system again. Or is that not my problem?

For some reason your boiler is low on water pressure which usually means a leak. When was the last time your boiler was professionally serviced? Now could be a good time for that or you can try to add water to the system. Normal settings is 12 pounds but will depend upon height and system design.

Your system might be airbound

No heat in attic