The Midlands club have to start again in the groups after defeat to Legia Warszawa in their first game.
Emery believes that a positive result on Thursday will stand his team in good stead to qualify for the next round.
He told reporters ahead of their clash against HSK Zrinjski: “We must win tomorrow. The first match we played and we lost, now the points are more important because we lost the first opportunity to get three points.
“We have to fight tomorrow, we have to fight AZ Alkmaar, we have to fight against Legia Warszawa again and we will need the points. Tomorrow, the three points we are going to face is an opportunity.
“It's not about thinking to play under pressure, it's about needing to play well, to play with personality, to try to impose our idea and get those three points.
“Those are the demands we have of ourselves."