This is not going to be a complete answer but some observations.
BR means they are taking off basic rate tax only and with no personal allowances. This is the strictly correct position where the employee does not have a form P45 (which you cannot have, as you have not worked in UK before). HMRC should issue a more accurate code if appropriate so contact payroll co to ask them which district deals with your tax and then ring up and ask them about issuing an accurate code. This will give you UK personal allowances if you are entitled to them. If for any reason you are not, then BR is probably the right code and the right amount of tax paid given your income.
Does your employer offer any assistance to its employees with UK tax returns etc? If so, take advantage and ask if they can help you out. If not, as I say ring the tax office as a starting point.
Hopefully someone else may be able to give a more detailed reply.