Other than inserting the dongle supplied with the remote, into a USB port, nothing at all. No bios config, no drive, no OS script or setup-up. An Air Mouse is just a mouse with multimedia buttons on it. After a while of use, I can, now, navigate the Volumio UI from my armchair, just looking at the TV set.
It needs some exercise, since you have to learn to rotate just the wrist, not move the arm.