My "gold series" Atlas CW40-8 came pre-programmed with its 4-digit CSX road number (7845), I just took it out of the box, dialed in that loco address and it worked.
My real headache came later when I misunderstood the meaning of the phrase "factory defaults" - I tried doing the reset, but I didn't realize the 4-digit address that Atlas coded-in was not considered a factory default. Resetting changed the address back to 03. I had to manually go in and reset the various CVs to allow 4-digit addressing, then dial in both pairs of digits.
Hopefully Athearn provided a manual with the general CV settings for an MRC decoder (that is what they use isn't it?), plus a separate sheet with the CV values for the specific road numbers they set their locos to...