K.
You need to wash the prefolds (and probably the inserts for the pockets) several times before you use them for them to fluff up. YOu can either do them in a separate load or just throw them in with your other laundry for now. Once they have pee all over them you'll want to wash them alone :) I would run the pockets through the wash once only before using (with reg clothes is fine again), and would air dry the pockets. No need to pre-wash the covers at all. When I wash my covers I usually just put them in with my regular laundry.
You'll find 1000 different methods of washing cloth diapers, and depending on what type of washer you have, how hard your water is, etc, you'll have to tweak it to get a system tat works for you. I suggest using Tide Free or Allens Naturally soap for diapers. I usually do a soak/rinse in cold water, followed by a hot wash with soap, followed by a hot "speed wash" for my soiled diapers.