You just check in with the controller. The really question to be asked here is, how do you properly check in with ATC entering from an un-controlled state. When you check in you should be providing a position report, direction and distance from a point (preferably a Nav Aid like a VOR) and altitude. Example: "Indy Center, American 123 FL330, 25nm South of the Louisville VOR direct the Beckley VOR". But if you have already departed un-controlled on an IFR flight plan and you are following that flight plan you are for all practical purposes cleared.