The Baggies striker has chosen to return to Baggies pre-season training early ahead of Monday's official start.
"I've got to establish myself as a Premier League player first and foremost," Cox told the WBA website.
"I had a good end to the season and I want to try and build on that. I had a good start to my international career and I want to build on that as well.
"This season will be about trying to establish myself and get as many games as I can in the domestic league as well as internationally.
"Once you start to believe you're good enough to play in the Premier League and on the international stage you start to get a bit complacent so for me it's about taking it step by step and saying I haven't proved anything to anyone yet.
"I'm still trying to learn how the Premier League is played and get used to how fast the game is played in the Premier League.
"But what happened with Ireland was a massive boost for me because if I can score goals internationally there is no reason I can't score goals at Premier League level."