If you have a leak the compressor will stay on until the circuit breaker blows. There should be a pressure guage on the compressor. It needs to get to 10 milli bar for it to shut off. If the pressure switch goes above 14 and does not shut off you should call a technician in. If the pressure release valve is not working the unit could blow up.
I would let the compressor run for a minute or two then shut the press off and listen around the press for an air leak.