Yep, he picked it up and just turned it on. I guess you could say it was natural instinct but I would have to think such a thing would require a great deal of concentration.

Plus there's the fact it's quite canon that there's a power source. Luke bought one when he built his second lightsaber.

EDIT: Thanks to Wookiepedia I now see that the earliest lightsabers were the result of the user channeling the force through the device. Later to be changed to various power sources which resulted in superior weapons.