I think BMW runs every car to about 130km/h on a treadmill before it leaves the factory. However, this doesnt mean it's "broken in". If you wish, you can change the oil yourself or pay them to do it. There is no special "break-in oil" that is used on BMWs except maybe the M models (not sure about that). However, whatever you choose to do, I recommend you change the oil at 7500mi (or the km equivalent).