Thank you for the replies. Let me see if I have got it right.

After I hook up all the pipes, and make sure the water level is high enough in the pool so that the filter doesn't run dry. I will turn on the pump/filter. After a few minutes I will let the air out with the 'air relief screw' and the pour the DE into the skimmer. Do I need to do anything else after that, other then put in other chemicals (i.e., bleach, borox) ?