It is already preset to the lamp that is in the set, which also works without a bridge - so just screw in the bulb and start.
As described above, the bridge is required if you want to use the dimmer with other/multiple lamps.

Yes, you can use the Dimming Kit without the Starter Kit. However, if you buy another lamp and then use the remote control for these lamps, you will need a base to set the whole thing.