Yes, you need to contact the National Visa Center/NVC to inform them of your new status so they can move you to the front of the line. Didn't they give you any info at your oath ceremony?
I believe if you look around at uscis.gov you'll find the instructions. If I come across them again, I will post too.
And, if you'd like to add on the I-129f for a K-3, you can just complete that as normal.
Mary's experience of getting a lawyer to help with this one time chore sounds like a good deal.