Yep, turn the volume high and let her rip.
I would keep the power amp connected, although it is more than likely not necessary. I do not know what preamp you have, but the ones I have owned all had output coupling-caps, which will allow the output tube/transistor to pass the AC signal onto it, irrespective if the pre was connected to the power amp or not.
I am not sure what the effect would be if your output transistor is directly coupled to the outputs. You definitely wont be hurting anything by keeping it connected to the amplifier.
Regards
Paul