No you don't prime the nipples generally, but SOME people do add a very little FFFFg occasionally for various reasons, to insure ignition, on certain rifles, but not on revolvers.
And one time I had preserved my son's caplock rifle with a little too much oil which seeped into the drum, and even though we had snapped a cap or two and run a dry patch down the bore, it still would not fire.
The CVA drum luckily has a screw in the end, so I pulled it out, and put in some priming powder, replaced the screw, and the second cap finally fired it, after which a good cleaning fixed the problem.
And in the process think I found out what the screw is for...after cleaning, a Qtip fits right in there to soak up any excess oil....
But on a revolver, no priming is necessary or desirable.