You will need to change the firmware, the factory firmware comes with QWERTY only. There’s a work in progress WiKi page here that shows how you can switch to Dvorak:
In another topic, I outlined a few ways to have both QWERTY and Dvorak available, in a way that allows easy switching between the two.
@Jennigma has been doing great work on the introductory documentation, they’ve started to improve rapidly lately. There are gaps here and there, but those holes will be filled eventually. The Kaleidoscope WiKi is going to be a good place to look for these things.