How can i get my new key to work without taking to dealership for programing?

I bought a 01 jetta. They key was lost so i bought a new
one and had it shipped to my house. Im in the process of
putting the car back togethe, so i go check to make sure
the doors lock and everything is fine. I hook a battery up to
the car to see the mules on engine and everything lights
up fine the dash everything. My question is do i have to
take it to get programmed or is there a way that the key
will turn it over and run properly after i re hook up the
radiator and its back together?