Actually, it tells you how in the instructions.
Basically, you assemble them completely and just before you put oil in, pull the shaft so the piston is at the bottom. Fill with oil slowly. Tilt/turn the shock so that one of the piston holes is pointing up at an angle. Slowly push the shaft in. Then pull the shaft back down, slowly. You will see an air buble or two come out from under the piston. Once the air bubble has surfaced fill the shock up with oil and put the top on. I'm reciting this from memory, but I think it's right.
The steps in the instructions worked out ok for me.