The caliper mounting bolts and the lug nuts must be tightened to the correct torque value, using a torque wrench. The values may differ depending on your car's configuration and options, but are typically listed as:

CAUTION! : Before driving the car, pump the brake pedal several times in order to push the caliper piston back against the brake pads. If this step is not performed, the car may not brake reliably when first driven. For your safety, this step is essential.