If you are discussing an LT250R, yes it has a bleeding process to help prevent overheating and ensure the proper amount of radiator fluid is added you only need to do this AFTER you have drained the cooling system either to change your fluid or after dissambling the motor, it is not necessary if you are just adding a little coolant.
The process goes like this: refill your radiator, some may come out the overflow (the radiator may be full, but the rest fo the system, hoses, head, pump are not). Tilt the machine, I use the foot pegs, from one side to the other picking each side a few inches off the ground and then setting it down and going to the other side, this helps to remove any larger air bubbles. If necessary add more coolant at this point.
Owners of the 87 and up are equipped with a bleed valve on top of your cylinder head, behind the spark plug. You simply loosen it, install your radiator cap and start the machine allowing it to warm up: watching the bleed valve, when the bubbles stop the system has been bled tighten the valve, turn it off and let the machine cool down and recheck the coolant.
85-86 owners you don't have a bleed valve, one of those things they improved on as time went on

So you start your engine (after putting the radiator cap on of course) take a brief ride or let the machine warm up, shut it down and recheck your level after it cools down!
Remember NEVER remove a radiator cap from a machine that has just been run it will burn you.
Hope this helps out some and good luck
