If your valve dust cap comes off, It is a good idea to re-attach this to keep your valve free from debris such as grit.
To do this, you will need to remove your valve and feed the new string through; you can use any string or thread for this. To remove the valve, you will need the Valve tool from your Repair Kit.
When you have removed the valve, rethread the dust cap. A top tip is to make sure that the 'tail' left on the valve end of the string is quite short, so that it does not interfere with the valve screwing back into it's basket.