If you have strong hands you can relieve the stresses in a newly spoked wheel by grabbing each spoke cross and the one behind it on the other side of the wheel for leverage and squeezing, repeating all the way around the wheel, then turning the wheel over and repeating so that all crosses are relieved approximately the same amount. This method is the one fancied by Jobst Brand in The Bicycle Wheel. (A book I recommend highly for the mathematically minded but be aware that, unless you can confidently find your way around an engineering text, you may find some of it baffling and much of it infuriatingly dense and brief; Jobst, a very bright fellow, went through life assuming everyone else was as clever and had the same educational advantages, so his instructions are not expansive. Everything Jobst advises in a practical sense is already on the Sheldon Brown site, referenced above by Il Padrone, in a more accessible way; their hearts beat as one on bicycle engineering.)
My hands are strong (a writer is a sort of manual worker -- he operates a keyboard, around 6m flexes a year...) but my skin is soft so what I prefer is...
The Sheldon method: Use an automobile tyre iron. Lay the wheel flat, insert the tire iron over the spoke cross you want to relieve and behind the one next (one cluster of spokes over on the same side of the wheel, and give it a good little downwards jerk rather than a slow press.
It really helps if you can see someone who can build a good wheel do it.
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If you have lots of time, and your wheel isn't stupid-light and therefore dangerous except when perfectly stressed, you can build the wheel, fit it, ride it on a roughish road, and back home retrue, repeating until the truing required is minimal. In short, you can, with the traditional wheel with its huge margins, let the road stress-relieve your spokes, if you retrue after every ride for a while.
I did that with a set of badly built wheels that came on a Gazelle at a time of high stress in my life and found it very relaxing to sit on a low bridge wall out in the country with my nipple spanner, tuning my wheels over many days until they were perfect. You don't have to be a genius to grasp that the forks on your bike are good truing stands if you add a couple of pegs off your wife's washing line and some strips of stiff cardboard or plastic cut from a butter tub or a cold drink bottle.
But, of course, one needs to know that it needs to be done, as the fellow about whose accident this thread is did not, and the wheels had better not be stupid-light to start with, if you're going to let the road act as the stress reliever.