New chain: Clean and lube?

This is my first chain replacement, so please forgive the dumb question...

I replaced the chain on my DL1k with a 530 kit from Blair @ SVRacing. The chain is coated with what appears to be a white lithium-based grease. Do I need to remove that lube before applying my own chain lube (BelMar) or can I run what's on it for a couple hundred miles without an issue? The installation instructions that came with the chain were ambiguous on the matter.

Thanks!