You do not need to take any initiative.
If you live in in Luxembourg and are selected for the survey of Luxembourg residents, one of the interviewers will contact you in the coming days to arrange the interview. All interviewers work for LISER, a research institute that will conduct the survey on behalf of the BCL.
If you live across the Luxembourg border and are selected for the cross-border commuter survey, then you will receive a letter providing all the instructions necessary to participate.