Buy a chainwhip or make one, and tighten that cog as instructed. Then do the lockring. Don't ride until you do those things, otherwise you may strip it -- if you haven't already.

Never assume that a product comes in bolt-on-and-go condition. People make mistakes, bolts come loose, bad things happen. All innertube-based wheels should have rim tape; all threaded parts should at least be checked out.