Play in steering

That is normal if the engine is not running. With the engine running, when you turn the steering wheel, that opens a valve in the spool valve on top of steering gear, and that lets pressurized power steering fluid flow in and push on the power piston. The power piston moves, along with the steering linkage it's attached to, and that movement closes the valve. If you turn the steering wheel more, the valve is pulled open again, fluid flows in, the power piston moves, and when you stop moving the steering wheel, it pulls the valve closed.

When the engine is not running, there is no pressurized fluid to push the power piston. When you turn the steering wheel, you only have a mechanical back-up system. That is the pinion gear on the shaft, and the teeth on the rack. Those have some play between them so they do no't cause binding. You will see that as the steering wheel can be moved a little before the wheels respond.

Do you feel unusual steering wander at highway speeds? Did you get a copy of the alignment printout?

It is impossible to replace a rack and pinion assembly without doing an alignment, but it may have been included in the price they quoted you. The final two adjustments involves locking the steering wheel perfectly centered, then each pair of tie rod ends are screwed together more or less to set each front tire to straight ahead. The inner tie rod ends are part of those adjustments and are included with the new rack assembly.

Do you have excessive steering wander at highway speed?