This has been discussed here several times. In short:
1) The officially recommended method is to use a scan tool to run the pumps and fill (prime) the fuel system.
2) Some people say that all you need to do is to fill the filter canister with fuel before putting the lid on.
3) The fuel pumps can also be run by "hot wiring" the 2 electric fuel pumps.
4) Complete instructions for both priming methods are in this thread:
http://www.myturbodiesel.com/1000q/a5/2009-2010-VW-TDI-fuel-filter.htm
5) I prefer to follow the maintenance manual and use a scan tool to run the pumps (it's the easiest way).
Have Fun!
Don