you need a normally closed flow switch. ( a flow switch is a electrical switch that activites when fluid flows thru a pipe)
connect the common to the power that supplies the pump. connect the normally closed contact to the positive lead on your notification appliance (light, buzzer, siren whatever)
connect the neutral of your notification device to the same neutral that connects to the pump.
tadaa!
now if power is on and the pump isnt running you will get an alarm..........
ps- make sure the power going to the flow switch is picked up directly off the pump, that way if the pump is off, but the power is still on (cuz the pump timer is not running or whatever) you wont get an annoying alarm.