How program immobilizer to work with new ECM?

Yes you need to program the ECM to the ignition key for the ECM to work here are the instructions with diagrams below.

IGNITION KEY REGISTRATION
NOTE: This procedure MUST BE performed ONLY when NEW Engine Control Module (ECM) is installed. A new ECM is in automatic registration mode, and up to 4 ignition key identification codes may be registered in the ECM at one time. In automatic registration mode, the last ignition key to be registered becomes the sub-key.
NOTE: A master key is a Black-colored ignition key that opens all locks. A sub-key is a Gray-colored ignition key will not open the trunk and glove box.
Ensure SECURITY indicator light is flashing. SECURITY indicator light is located near center of tachometer on the instrument panel.
Insert ignition key into ignition lock cylinder. Note that SECURITY indicator light should now remain on steady.
Once ignition key registration is under way, SECURITY indicator light should turn off. After ignition key registration is complete, SECURITY indicator light should come on steady. Remove ignition key.
If the registration was complete and system is operating normally, when ignition key was removed from ignition lock cylinder, the SECURITY indicator light should flash. If ignition key registration was not completed with Engine Control Module (ECM) in automatic registration mode, a code 2-1 will be displayed by SECURITY indicator light, and when inserting the already registered ignition key, a code 2-2 will be displayed by SECURITY indicator light. See Fig 1.
If programming additional ignition keys, repeat process starting with step 1). If additional ignition keys do not need programming, procedure is complete. SECURITY indicator light should go off once last ignition key (sub-key) is registered.
To complete automatic registration mode, depress and release brake pedal at least 5 times within 15 seconds, or request automatic registration mode completion by using Toyota scan tool connected to Data Link Connector (DLC) No. 3. See Fig 2.

Check out the diagrams (Below). Let us know what happens and please upload pictures or videos of the problem.