A10-5800K + Radeon HD 6670 Crossfire

Just got a Sapphire Radeon HD 6670 to go along with my AMD A10-5800K.

Do I have to anything for them to work together in crossfire or is it just plug and play?

You have to enable crossfire in the catalyst drivers, apart from that. It is in your best interest to make custom profiles for each game you play so that it isn't trying to utalize the crossfire in games that can't support it and such. So that's a wee bit of hassle but worth it for the performance you gain when utalized.