Look at the right hand side is a DVI connector. A cable should have came with the ACD, attach it to the Macbook Pro.
As I have a normal Macbook and do the same. You can have it attached before you put in your sideport, open you're lid and start it, then shut the lid after you see the grey screen. Then you're ACD should be the only screen. If you want to have a Dual Monitor support, plug it in when it's running fully and stable.
You can rearrange how the monitors work, resolution, where the Top bar is and so forth.
If you need any more help, I already added you to MSN.