You should call HMRC to let them know you are no longer self employed, although from the sounds of it, you will still have a few weeks of this current tax year (from 6.4.13) where you were self employed, so you will still need to do a tax return NEXT year for that period.
That tax return will also include your PAYE for the year too, even though your employer will be paying your PAYE tax/ NI for you (HMRC will have a note of that on the P60 they'll get).
Your tax code on your payslip should be 944L for this current year.
If you need any advice or help, your accountant can explain it all and if you don't already have one, give us a call for some free advice.