Is the wheel seated in the frame OK?
Undo the cable to the mech, with the chain on big front, small back sprockets tighten the high limit screw on the rear mech until the chain just about wants to shift up a sprocket.
Pull the cable and make sure your shifter is in the correct high gear position, it is a 9 speed shifter isn't it?
Pull cable tight by hand and clamp into rear mech, with cable running straight where the bolt clamps it.
Loosen off the high limit screw on the rear mech and the cable will be at the correct tension with the chain on small sprocket. leave limit screw as should be to stop mech over shifting.
That should be about it, cable tension can be tweaked with the adjustment wheel thing at the mech or shifter.
Excuse if I'm telling you what you know, rear mech are usually easy it's front I find can be a pain.