Fill roughly one-third of a cup with water. Then, cover the mouth of the cup completely with a flat, hard cardboard. Using your hand to keep it in place, turn the cup upside down. When you remove your hand, the the cardboard stays in place.
One would expect that due to gravity, the water will fall, and even the cardboard will. However, it does not, which means that something must be applying an upward force on the cardboard. This is nothing other than air pressure, which applies a force across the surface of the cardboard in an upward direction.
Thus we can demonstrate that air exerts pressure, because otherwise, the water would have fallen.