Welcome to the forum and congratulations on your move to coal, you are going to be toasty this winter!
As far as I know the LL stoves do not come with a safety switch. Where did you buy your power venter? The LL Power Venter kit comes with adapter, rheostat and WMO-1 safety switch. Just make sure you do not start the stove without the safety switch installed, also it is a good idea to test it after install by shutting down the power vent and making sure the stove shuts down after a couple minutes or so.