There isn't any special setup required for Nyx to function, but there are some things you can set up to better fit your server. You can easily change the prefix of Nyx to avoid accidentally bringing another bot into the conversation, using nyxprefix.
You can also set up logging of moderation actions and others by creating a text channel named #nyxlogs and making sure that Nyx has access to read and send embedded messages in that channel. It's advised to keep this channel hidden from the public, but it's not required.
By default, the invite link to bring Nyx into your server has the recommended permissions checked for you, if you modified those checks, some commands may not work for you.
If you did modify permissions and some commands do not work, please refer to the other articles listed within the Nyx Docs webpage.
If you have any questions, concerns, or anything relating to the bot, feel free to join the support server