Does the ECU have to 'learn' new parts?

Picked my 147 jtd 16v up from the dealers today, after having a new rear screen and a new glow plug relay fitted. As soon as i started her up, I got the glow plug warning alarm –*something I had never seen, even when I was running with the faulty relay! I Went straight back into the dealers (already mad cos they'd had my car for two days after ordering the wrong part) and they reckon the car has to 'learn' the new relay, and after a few miles the error message should clear? Does this sound familiar to anyone? So far the error message only comes on for the first few minutes after starting and then goes off again...

To me it sounds more likely they turned the ignition on with disconnected glow plug and ECU has registered an error and keeps showing it now. It probably needs to have error codes erased on examiner. I might be wrong of course, but it seems unlikely that ECU is learning how to work with a new part....

I think that after something like ten cycles the error message will go away if the fault no longer exists but i think the ECU still logs the code. I'm guessing on all that though!