Yes you have to turn the main water supply on, engage the filling key and turn the grey knob, you should hear the water start flowing into the system. When the pressure on the boiler guage reaches 1bar turn the grey knob off bleed all the radiators occasionally topping the pressure up check the grey knob is fully turned off then remove the key.
Make sure that any drain off valves have been turned off before filling and all the radiator valves are turned on. If the pressure does not start to rise within a short period of time stop filling and have a look for any leaks. Once full the boiler can then be switched on, put the heating on and occasionally run a hot tap so as to remove any air trapped in the boiler.
Ian, September 2008