In addition to d2jxp's excellent answer, I have a couple of other considerations to add:
Depending upon how well you "ferret-proof" your rooms, and how successful you are at litter training it, you can give your ferret full access to your house even unattended. However, I suggest you should not do so if he/she will be sharing space with the dog, at least until they have had time to get used to each other, and you are very comfortable with how they interact/play.
In the meantime, you can either confine the ferret to a specific room or rooms that the dog doesn't have access to, or purchase/build a ferret enclosure.
Ferrets seem to prefer enclosures that have multiple levels, to allow them to climb and give them space to explore and exercise.
Small hammocks, tubes they can crawl through, soft bedding, and places to hide in are all features to consider.
A small soft toy, such as a stuffed animal (be careful with this, if you decide to get one; be alert for signs that the ferret has been chewing on it, as the stuffing could cause a bowel obstruction if accidentally eaten) may be appreciated by some ferrets; others may prefer hard rubber balls (such as dog-safe "Kong balls". Just be careful if you do provide hard rubber toys; while these toys are designed to withstand biting and chewing from large dogs, ferrets have much sharper teeth, and can gouge out small bits of rubber, which could be very dangerous, even fatal, is swallowed. I would suggest keeping the balls for supervised play time, both to keep an eye out for any gnawing, and to keep the ball a novel toy.
Play time is important for ferrets, and a big part of the fun of living with a ferret, so the more ferret-safe toys they can play with, the better.
Long tubes they can crawl through are toys that most ferrets never seem to tire of. I would strongly suggest investing in a least a few.
Ferrets should have ready access to water. I suggest a no-drip water bottle attached to the outside of the cage, as some ferrets love to tip over water bowls.
My ferrets were much less prone to tip over their food dish, however, I still suggest a fairly heavy, wide, flat-bottomed bowl to minimize the chances of it getting tipped.
You should also invest in one or more corner litter pans. Ferrets prefer to back into a corner to excrete, and if you plan on litter training her/him, I suggest you get a corner pan for every corner they'll have access to. Don't forget to get litter to fill the pans with, too!
Be sure to go over any room that the ferret will have access to very carefully. Ferrets can fit through holes and gaps that you'd never guess would be big enough, and the tighter the squeeze, the more attractive the opening likely will be to a ferret.
Be very careful of letting the ferret near large appliances; one of mine decided that the insulation inside of my oven would be a good nesting place! It was impossible to get her out, so I had to wait until she came out on her own. In the meantime, I was terrified she'd chew through wiring or some other dangerous component.
You also want to be careful about furniture, particularly reclining chairs or rockers. Ferrets hiding inside can be caught in the moving parts. I've heard horror stories of someone sitting in their recliner, only to break the back of a ferret curled up inside.