Yeah, I've been getting to do plenty of this lately.
A lot of people don't know how to do this when they first move out or in to a house with oil heating after they've used gas or electric all their lives...
Step 1: To the boiler...
You'll need either a small spanner or Allen key, in my case it's an Allen key.
There'll be a red button, often lit up on the front. Make sure the heating system is in the "on" cycle and press the button, the boiler will start doing things and trying to fire up.
Don't be too disappointed, it's very rare for you to get lucky but it has happened to me and it seems to help get the fuel moving a little bit.
Step 2: Bleed the line.
Fuel will begin to dribble out along with air, let it dribble until it's at a steady rate of flow.
Screw the plug back in but not completely tight, just in until it stops dripping, press the button and cross your fingers.
It didn't fire? No worries repeat the bleeding process again, it can take up to ten goes. If you do find it always takes a huge number of turns to start again you may need to replace the in line filter.