No, you shouldn't have to hook up the battery in order to enter settings, at least, I don't have to with mine. Glancing through the sparse manual, I only see one entry that has some relevance:
"If the screen displays "Err b h" or "Err b l" it means that the settings you have entered are incorrect. "Err" stands for Error, "b h" stands for battery voltage is too high and "b l" stands for battery voltage is too low. Make sure you have the correct cell count entered as well as the correct battery type. If "Err b r" is displayed it indicates wrong polarity of the battery."
Since you haven't hooked up the battery yet none of this would seem to apply. The only thing I can think of is that the charger has its own internal battery - it must since it remembers settings. Maybe that's discharged? Maybe they have a website to explore; here's an email address from the back of my manual:
Here's a link to their website, the SB989 page with a pdf manual: