Test it first, definately.
If you want to be sure it works and also understand the system, before you fly the kite, attach the ends of the lines to a fixed pole, then attach the leash to your harness and try releasing the bar. the bar and the other three lines should be free to run one full kite length along the leashed line.
Like the above poster said, when the lines are under tension, on the pole or with the kite flying, the leashed ring is trapped by the other ring and all lines should be equal and the kite should fly well. When you let go of the bar, the kite flies away and the only line still attached to you is the one on the leash so the kite flaps depowered downwind.
After you've tried it without the kite, try it in shallow water on a calm day, les than 10 knots, that way if it don't work, no big deal.
Don't hook/shackle in on land, or fly the kite at zenith or in gusty winds while hooked/shackled in, this is asking to be lofted, the major cause of fatality in this sport. Se "Fatality in SA" post, and unfortunately there are many others. This can even happen in relatively light winds.
If you haven't already taken a few leasons I really would advise you to.
I taught myself, skiing, snowboarding, windsurfing, surfing and loads of other sports but took leasons to start kiteboarding. It really is a whole other ballgame, it can be a load of fun, but it can also get very nasty, very fast, right from the word go.
Stay safe and let us know how you get on.