If you have the optional C-wire connect it now, this will supply aux power to your thermostat and eliminate the need to replace batteries.
Note: If the C-wire is not present the thermostat will function correctly. Be advised w/o the C-wire you must replace your thermostat's batteries regularly. If you would like to have the no battery replacement feature, you can install a C-wire from your system. See Installing A C-Wire.
You should now follow the remaining steps to verify you have correctly installed the unit.
OPTIONAL STEP