How do I burp the cooling system?

I recently replaced the radiator, fan blower motor, and coolant recovery tank. The coolant recovery tank will fill up with coolant from the radiator and never empties back into the radiator. I have to siphon the coolant out every day and pour it back into the radiator. I was told that I have an air pocket in the cooling system and it needs burped. Sometimes I hear water sloshing sounds in the dash.

I also have a problem with the heater. Sometimes it blow hot air but most the time it just blows cold.

Are these problems related and caused by an air pocket? How do I burp the cooling system?