To have pen pressure in Adobe PS CC, you will need to make sure you have Windows Ink checked in the Xencelabs Settings Program under Pen Tablet. 

To access the Settings Panel, you can press the button on the left at the top of your tablet. or select the Xencelabs Setting Panel in your application folder.

* If you are using an older version of Adobe PS (not CC) and have pen pressure issues. Remove the "check" to use Windows Ink, and then test. 

If Windows Ink is checked and you still have no pen pressure, you will need to check to ensure that you have Shape Dynamics selected and Size Jitter is set to pen pressure within Adobe PS.

Press F5 to bring up your Brush panel.

[1] Click on the word Shape Dynamics. This will expand the Shape Dynamics menu.

[2] Make sure Size Jitter Control is set to Pen Pressure.