In general, you'll need to plug it in as well as attach the exhaust pipe. The first part is simple, but the second part requires that you ensure that there is an air tight seal.
If it has a 3 wire cord hook the 2 outside leads to the brass screw or the screw marked hot. The middle wire will go a silver screw or one marked neutral. A 4 wire cord has the 2 hots and 1 neutral as well as a ground.