i normally clean the coating off the rotor, which is there for rust when in the box.
clean it with a rag and brake clean, then i make sure the pad surfaces are clean, when i mount them, and then when i drive it, i go and drive about 30-40 mph and do some normal stops with it, several times. step the mph up a bit each time. you absolutely do not want to overheat the brakes when new. it will make hard spots in the pads, and they will not stop as well, and also it will glaze the rotor. just make nice easy normal stops, several times, give em few seconds or so to cool down in between each stop cycle. after about a couple hundred miles, then you can beat the hell out of them.
i tell people to be easy on them for a bit, unless its needed. main thing is to heat cycle the pads, and make sure they dont get overheated.