In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump Lévy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori estimates, from the paper by the third named author, for solutions to suitable constructed Galerkin approximations and we use the Jakubowski-Skorokhod Theorem to find a sequence of processes on a new probability space convergent point-wise to a limit process. In the second one, we show that the limit process is a weak martingale solution to the SNSEs by using an approach of Kallianpur and Xiong. The core of this method consists of a proof that a certain natural process on the new probability space is a purely discontinuous martingale and then to use a suitable representation theorem. In this way we propose a method of proving solutions to stochastic PDEs which is different from the method used recently by the first and fourth named author in their joint paper with E.\ Hausenblas, see \cite{Brz+Haus+Raza_2018_reaction_diffusion}.