The air escapes out the plumbing in top of the filter. Just make sure the valves are open, the multiport is on filter, and go.
Ok, I had the same issue, and it directed me to this website, and I registered simply to ask the same question. I turned the pump on filter, and have run it 2-3 days now, but only seemingly at about 50-60%. It seems there is air in the system and I can not get it out. Obviously, as stated already, there is no relief valve, and the air does not seem to be escaping at all. I can't shock anything without full circulation, and can't vacuum if I can't pull through the system. The skimmer does not seem to be pulling at all. Please help!?