No need. They do QC in the manufacturing facility, since Apple products have among highest satisfaction of all consumer electronics products, it works. They load the software in the manufacturing process too, why not?
One of the neat things about using an Apple product is that you can walk into the local Apple Store (make an appointment online, they're busy) and they will help you with whatever you need. The people are usually intelligent, knowledgeable, helpful - lots better than the drone at the local wireless carrier store, and lots lots better than waiting on hold for "Justin" in Bangalor.
Anyway, you will install iTunes on your PC or Mac, then the iPhone will sync addresses, phone numbers, music, etc from iTunes. If you already have addresses in Outlook or some other app, iTunes can import them. Manual is downloadable here
Apple - Support - Manuals