The 23-year-old last month signed a four-year contract with the Black Country side, with the option for a fifth year.
The Scotland international, who scored eight goals in 35 Barclays Premier League games for a Burnley side which suffered relegation straight back to the Championship, is looking forward to helping Wolves improve on last season's 15th position.
The former Hibernian striker acknowledged Wolves' defensive strength last season, surviving despite scoring just 32 goals in their 38 top flight matches.
He told Sky Sports News: "Hopefully I can add the goals. I will keep my head, work hard and hopefully I'll get the opportunity.
"We want to strengthen the squad and the gaffer (Mick McCarthy) has done that so hopefully we'll have a good season.
"We are hoping to finish higher up the table than last season and everyone in the whole club will be delighted with that."