all ddr4 is based on 2133.
what you bought is a set of ram modules that are rated/tested for 2666mhz.
Important things you need to know:
Does your motherboard support the 2666mhz?
1. If so simply go into ram or advanced ram settings and select XMP profile 1 which should be the settings for 2666mhz.
2. If not, what speed does it support. Find more info about the motherboard and/or memory modules and try those settings
For example my mobo is 2400 2800 3200. I was able to get 2800 but when i tried for 3000 it doesnt load up even though the settings are in and the pc boots properly, it shows overclocked at 2800mhz.
I tinkered a bit more with voltages and latency and got it to run at 3200mhz =)
fyi, as long as you only adjust things you know and you double check the voltages before you save and reboot, you shouldnt be afraid to overclock. Especially to 2666mhz which you paid for. O/C can be more risky when you dip your feet into extreme overclocks with high voltages and temps.