The Circular Saw Sled is available in kitset form. The main difference between the Standard version and the kitset is that the kitset is not painted. This leave you with the opportunity to let your (or your kids') creative side shine through and personalise the board with your own designs and paint job.
If you do not want to do anything at all, that is up to you. However, it is recommended that, at the very least, 2 or 3 layers of paste wax is applied to protect the surfaces and make it smoother to run materials over the board.
You should now go to the HowTo page on the website for the Circular Saw Sled and follow the instructions for setting up the Sled for your particular saw.