If you plan to keep a harem (which is recommended for maximum flashing and displays by the male), add the females first, let them establish, then add the male. Be advised however that P. mccoskeri are protogynous hermaphrodites; depending on social interactions, wrasses that are born as female can and will turn to males in as little as 10 to 14 days.
Answered my own question LoL! This is an excerpt from a very informative article I found.