With the AI lenses, you might have to unscrew the silver catch/lug off it first as it wont fit with it on.
I don’t think that there is anything else to do (I’ve not tried). Then you should be fine.
Check out the D200 manual wrt Non-CPU Lens Data about using AI lenses on the D200 too.
I’ve put the 50mm Series E on both my D200 and D300 and it works fine on both. I have the 35mm Series E as well and I’ll try that tomorrow to see how it fares,