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You should be able to screw on the adapter/cog and the lock ring with your fingers. If you use tools for that you risk that the threads haven’t engaged properly and then you strip them as you tighten.
Once they’re both finger tight you tighten the cog, then the lock ring.I have only had good experience with miche hubs, they’re strong enough to do radial lacing, but for outdoors riding they have the weakness of having single side sealed bearings intended for the track. Once they become gritty you replace them with double sealed SKF bearings and then they’re good for 10 years.
The shimano tool is great and you can easily replace the chain.
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The miche lockrings that come with those hubs are not worth the cheese they’re whittled out of. They’re also Italian threading so replacements are scarce - a Phil lockring is probably the best replacement.
I’m currently having issues with my primato hubs binding after a few rides and needing to have the axle lock nuts adjusted. This may be user error rather than poor design though!
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As AlexD said, be careful using non-miche lockrings because they use Italian threading. Honestly I'd just avoid Miche anything if possible.
When putting the cog on to make sure it's really tight you can use the rotorfix method (search it on here) but you have to be real careful not to go overboard or you'll strip the threads. Once the cog is as tight as it can be it's easy to get the locking on tight. Do a small skid to test it before going on a proper ride, if there's any movement at all then you need to stop and get it tighter because otherwise it'll strip when you do a proper skid.
I rebuilt my All-City Big Block recently and haven't had a consistent ride yet. If it isn't a flat tire from each ride (very few but each ended with a flat and walk of shame), it's cog and lockring issues. I bought a Miche Pistard wheelset and a Shimano TL-SR22 tool (chainwhip & lockring tool in one). I used the Miche lockring that came with. Practiced with older wheelsets by removing lockrings, cogs. Greased the threading on the new wheel, and tightened. One ride in, I go to skid and kerplunk, cog spins freely. I go back home to tighten both the cog and lockring but neither tighten or loosen. They just spin freely on the thread. I end up ruining the top chain link of the tool. I take the wheels to my lbs a week ago. Turns out I ruined the threading so the mechanic installs and tightens the cog on the other side of the hub. I use an all-city lockring instead. I start my long ride back to my house. Halfway through, I have to stop at a red and same thing. I go back to the bike shop today and everything seemed fine until I had start pedaling again after a trackstand in traffic. The bike shop caters to triathletes and my only option for fixed gear anything is a two hour drive or train ride to NYC. I'd rather buy the needed tools over time and learn on my own, but how can I learn if there is no one to teach but youtube. I just hope I didn't ruin the wheel. It's bumming me out.