The Pro Connect 9 has derailleur gears, so quick release, so no worries there.
Bear in mind when fitting the pedals, the one under your left leg has a left hand thread - it does up anti-clockwise as you look from the side of the bike.
The threads are also relatively fine, so it's easy to start one cross threaded in the excitement of building your new bike.
A dab of grease on the thread is wise.
It makes the pedals easier to nip up tight, and you might want to change them one day.