that is how I tested mine. On most controllers, there are are two or more banks of outputs for power. One bank will power the controller and the first set of outputs. the falcon v3 uses bank 2 to do this. It is best practice to connect your lights without power on the controller (unplug your power supply) . If your lights do not have preterminated ends, be sure you have the input side of the lights hooked up. apply power and wait for controller ready. good into test mode. voila. I think this V2 video is good for V3 too.
https://m.youtube.com/watch?v=UiQ7Gd0X8P0