The petrol engine is the only source of cabin heat so as others have said, either just wait a few seconds for it to fire up, or do as you do at home, ie, turn up the temp and as the system recognises the call for heat it'll turn it on.
One other thing you may not be aware of is that no matter where you have the vent controls set, by default the warm air will always come out at low level first. This is because hot air rises so it's the quickest way of getting the cabin up to temp. Similarly, in summer the cool air will always come out at high level first so that it cools the cabin as it falls.