LJ-55 CREW HAD NO PRESSURIZATION AFTER FORGETTING TO TURN THE ACFT PNEUMATIC SYS ON.

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PICKED-UP PLANE FROM MAINT FAC AT ZZZ (ELECTRICAL MAINT). CHKLIST WAS INTERRUPTED SEVERAL TIMES IN PREFLT. (MISSED BLEED AIR SWITCHES). TKOF FROM ZZZ WAS AT APPROX XC40 Z. 'AFTER TKOF CHKLIST' WAS DELAYED WHILE WE WORKED WITH A VOR 1 MALFUNCTION. WE WERE CLRED TO FL230; I HEARD NOISE IN BACK OF CABIN. (THOUGHT SOMETHING FELL DOWN) AT ABOUT 15000 FT (NOTE: 'NO' ALTITUDE ALERTER HORN; EVEN THOUGH IT TESTED FINE IN PREFLT.) PLT FLYING CAPTAIN X; NOTICED CABIN ALTITUDE CLBING RAPIDLY THROUGH 20000 AND EARS STARTED TO POP. DID MEMORY ITEMS. SQUAWKED '7700' STARTED DSCNT; CONTACTED ATC; PROBABLY WENT THROUGH 18000 FT BEFORE ABLE TO CONTACT ATC. ATC THEN CLRED US TO 10000 FT! FOUND BLEED AIR SWITCHES OFF. FIXED PROB. RESUMED TRIP TO 'PIE' (ST. PETERSBURG; FL) P.S. 'CABIN ALT' LIGHT DID COME ON; THE NOISE IN THE BACK OF CABIN WAS OXYGEN MASK FALLING. BUT 'NO' ALTITUDE ALERTER 'HORN'. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: THE CABIN ALTITUDE WARNING HORN CHKED NORMAL BEFORE TKOF. ANOTHER TEST WAS ACCOMPLISHED AFTER LNDG AND IT AGAIN TESTED NORMALLY. IT DID NOT PROVIDE ANY WARNING WHEN THE CABIN ALT WAS EXCEEDED HOWEVER. THE RPTR DOES NOT KNOW WHY IT TESTS NORMAL; BUT FAILS TO PROVIDE AN ACTUAL WARNING.