You don't need to press the test button, no. Follow the checklist, make sure the four gyro button are on. Then you have the radio master switch, AP master, and EFIS master switch. For takeoff, in low winds you can set the rudder between center and TO notch. In winds greater than 7-8 knots, put the rudder to TO line. You don't need to set aileron trim. If everything is setup correctly, the plane will maintain a heading with minimal pull to the left. Adjust the rudder trim to account for any pull to the left. The slower you are, the more rudder trim you will need, and as you build speed you will need to center the rudder. Watch the ball right below the attitude indicator/EFIS, and keep it centered. If the plane is trimmed, the plane will only pull a very little, and that can be countered with aileron if needed. I never use aileron trim however. With AP on, the plane will hold a heading or NAV/GPS route just fine, even if the ball isn't centered. You're just introducing more drag by not centering it.
The only thing I can think of is that perhaps you have some assistance setting on that are interfering with the plane. Yes, the plane does pull more than others I've used, but it is a normal amount of pull and certainly not uncontrollable or inappropriate.
Make sure these are on and the trim is set to TO, or close to it (it's centered here). The elevator trim works best at the bottom of the green for takeoff:
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