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The tire shop usually does it as part of the install mount and balance package.
you can buy a cheap ~$10 tool on Amazon, some say just driving it will resolve the issue. I bout the cheap tool.
The shop will have had to transfer the TPMS sensors to the new wheels, or installed new o es if there are no sensors in the new wheels the system will not work.
Do the new wheels have the right TPMS sensors installed? If they moved them from the original wheels it should only take a mile or two of driving for the to relearn.