There should be a bleed valve just below where the hydraulic line connects to the slave cylinder at the transmission:
Internally Mounted Slave Cylinder
With the quick-disconnect coupling, no air should enter the system when the coupling is disconnected. However, if air should somehow enter the system, it must be bled.
Check periodically to make sure the master cylinder reservoir doesn't run dry.
Fig. Fig. 17: Use a box wrench to bleed the concentric slave cylinder at bleeder valve
Fig. Fig. 19: Bleeding the concentric slave cylinder