I believe you just leave them dry. The Veet website says "Apply and rinse!" so I'm guessing just put it on there! Let us know how it turns out.
Instructions (from their website):
READ PRECAUTIONS THOROUGHLY BEFORE USE
1. Use in an empty bath or shower, or on tiled floor in order to avoid spillage on carpet, flooring and clothing.
2. Spread the Gel Cream to fully cover hair. Wash your hands immediately after application.
3. Leave the Gel Cream on the skin for 3 minutes, timed carefully.
4. Then use the Rasera™ Bladeless™ Tool to test a small area.
5. If hair comes away easily, remove the rest of the Gel Cream with the Rasera™ Bladeless™ Tool. Total hair removal time depends on hair thickness. If needed, leave the gel cream on for a bit longer WITHOUT EXCEEDING 6 MINUTES in total.
6. RINSE YOUR SKIN thoroughly with water after use.
7. After use, rinse the nozzle and Rasera™ Bladeless™ Tool thoroughly with water.