How do you remove air from well water line?

If you are using a jet pump, check all the joints between bottom of well tube and the tank. any bad joints will admit air into the line. This is the commonest fault with systems using a jet pump as opposed to submersible pump.

If everything is functioning as it should the pump should push all the air out of the system. If there is consistently air in the system it is probably seeping in on the suction side of your pump, which will shorten the life of your pump. Check your suction line for leaks.