Just drive away. It may take a few miles of driving around with a fault showing, but as long as they aren't mounted on the spare wheel the new sensors should eventually be identified and read by the TPMS module.
I recently added new sensors to a new set of wheels/tires. Never got a single message, so I actually wondered if they were working. Aired down a bit and the icon showed on the dash. As umberto said, you may get a message for a bit, just keep driving - as long as they are at an acceptable pressure, it should go away.
having one in the spare won't fire the warning light either. i think it needs to be moving to register. i found a nail in a tire this past weekend so i threw in my aired down spare in the back and off i went to the tire shop. no warnings on the way to shop and i hadn't had any warnings when i squeezed in my full size spare underneath. tire couldn't be repaired so they put the spare on. check tire pressure light was on for a bit. went off after 5 or so miles.
Yeah, I think that if you move a "known" sensor in the spare position because it's flat the module assumes it is because you had a, ehm, flat, so it won't throw a fault while you drive as it would be annoying as hell. If the system doesn't detect a sensor in the spare position anymore it won't throw a fault either, as you may have a compact spare there and those aren't monitored. The only fault that may stick is if you mount a brand new sensor (meaning one that has never been used on a running wheel before) directly on the full size spare wheel. In that case, either the dealer needs to program the serial number of the new sensor into the module via IDS, or you need to use the sensor as a running wheel until it is identified, then you can put it back on the spare position to avoid the fault. Where is my Aspirin?