Just fill it up, start the engine and let the stuff work through. The car will need to bleed all the air out, or you'll get a hydro lock.
When i did my water pump, i bought the bleed kit from amazon, with the correct header tank connection. Made it so much easier to see the bubbles as they worked out.
Took around 45 minutes to an hour to work all the air out.
Make sure you get the right coolant, which it seems like you have. I bought genuine VW. I got 8 litres i think, ready mixed from VW.