First, BIG CONGRATS!
Second, there should be an email within one or two weeks following the DM status change. That email details what you need to do in two different scenarios: need a visa and dont need a visa. I remember, if you are visa exempt, you still need to submit a photocopy of your passport with a bunch of other things to the HKVO to get an e-registration. You will still need the COPR because COPR will be the most important document to prove that you are a PR before you get your PR card. but hey, you are at 99% on the progress bar!