[tsubaki]

No need to.
Jumping the solenoid turns the engine over. It bypasses the control box ability to engage the starter.
Key on or off it don't matter.
It's probably advisable to leave the key off, push the throttle full forward, jump the solenoid and do the test. This way you don't have to worry about the ignition igniting atomized gas from the cylinders if it happens to spark to ground from one of the plug boots.
I can't remember if this solenoid has 3 or 4 terminals. A 3 terminal has a hot, starter and key switch lead. The 4 wire also has a ground.
Basically you determine the key switch lead and hot, then connect between the two. Best done with a remote starter switch.
Careful not to confuse the ground (if applicable), it should blow the fuse at the engine and could do stator damage.