You can take the film back off and set the three-way switch to the "M" position to fire and test the shutter operation at all speeds, also make sure the shutter on the lens is loaded before you mount it to the RZ.
Also, sorry for going off topic a bit here, I'm fairly new to the RZ67 too, does setting the ISO dial on the film backs have any other purpose than to remind you what ISO film you have loaded? I realise it would be used for the basis of exposure when a metered prism is attached, but I only use the WLF, so I have just assumed it doesn't have any relevance to my shooting.