Unless the engine is being broken in with controlled conditions on a rolling road, some care should be taken and the car shouldn't be driven 'normally' straight off the key. What you should aim to do is not load or labour the engine, this means don't drive it flat out and don't try climbing a hill in a high gear.
I would suggest a more sensible approach. Initially run the engine at a fast idle of 2500rpm for approx 20 minutes (or until the radiator fan cuts in at least twice), whilst this is happening check around the engine bay for any unwanted fluid leaks and abnormal noises from the engine. Once the rad fan has cut in, the thermostat will have opened and the engine will be up to temperature. Shut the engine of and let it cool down. Check the fluid levels such as engine oil and coolant, top them up if necessary. Once your happy that there are no fluid leaks and the levels are good, jump in and take the car for a short drive (10 miles would be a good distance).
Again check the engine for any fluid leaks and also check the engine oil level and condition. By this point if nothing has gone wrong and you've not had to keep topping the oil up and the engine isn't creating a James Bond style smoke screen out the back, you should have a fair amount of confidence in your efforts. The next stage is to take the car for a good drive of around 40 minutes, choose your route carefully as you don't wan't to be sat in traffic with the engine at idle speed for most of it, it may be prudent to select a short route close to home and do several 'laps' just in case something goes wrong. This part is crucial, it's subjective but I would suggest the engine speed is not pushed above 4500rpm but at the same time not dropped below 2500rpm (unless on over run). Your aim in this 40 minutes of driving is to gain speed without racing the engine (no full throttle runs) and slow down using the engine to brake.
If you've made it back home after the 40 minutes without any mishaps or a trail of oil and smoke following you, then give yourself a pat on the back. If the engine and setup is of standard spec then the car is good to go. If any upgraded engine components, turbos, fuel systems, engine management systems etc... are installed then your ready to get the car setup/mapped on a rolling road.
It's up to you how often you change the oil during this period, personally I wouldn't bother dropping the oil for the first 500 miles at least, just keep an eye on the level and make sure it's topped up.
