First thing to do is to find a place to shoot. Second thing to do is to shoot.
You and your gun should be capable of shooting three shot groups of less than an inch at 100 yards.
If you are comfortable shooting out to 300 yards then you should start practicing at 400, 500 and 600. Somewhere around 500 yards the choice of which bullet to shoot becomes important and wind becomes a difficult issue. Once you have mastered the basics of hitting paper at those distances you can decide just how complicated you want things to be.
Depending on what your goals are when you say long range, it may well be that the equipment you have will do just fine. A deer at 600 yards is very doable with a gun that shoots one inch groups at 100 yards.
A few minor tweaks to the gun may help accuracy. A few minor tweaks to the cartridges you shoot may help.
You can read these two posts which are pretty good.