your employer should normally apply for your work permit on your behalf. Maybe its good to double check but normally this is done as a matter of course.

During your first years or so you will probably be on a "B-permit" which means that (assuming you earn less than 150K) you don't have to worry about taxes as these will be deducted on a pay as you earn basis. If you feel you are paying too much you can of course file for a tax return at the end of the year but you needn't worry about that until you come to it, if indeed you need to do it at all. Again, your company's HR people will be able to tell you how to go about this. Swiss tax rates are low by international standards.