DigiTech Trio Plus

Hi Everyone, Apologies for such a simplistic problem but I don't want to damage my expensive gear. I am getting to grips with a Trio+, the instructions of which say to hook up to your amp and guitar with the amp on but volume turned down. I have always understood that you should always connect guitar and pedals initially with the amp turned off. Does anyone have experience with this pedal and how you connect correctly. Any advice greatly appreciated. Apache Guy