WDH or not?

We just bought the new Honda Pilot 4WD with 4500 pound towing capacity. When I was reading the manual last night, I read that we should not use a WDH with our car. Since we bought the hitch with the WDH assembly, we already have it. For our first run, should we try it without the WDH? Or with it?

Thanks in advance for your learned opinions.