Installation of the heat sink
It comes with one metal heat sink and two adhesive tapes.
I peeled off the two tapes using a razor and put each one on two biggest chips on the board.
And aligned the heat sink on the board not to touch any metal parts around edges, pressed it for thirty seconds as the instruction says.
Preparation of the booting SD Card.
I followed the instruction of Creating a Parallella SD card
Extra steps I did is here