I am running air domes for the first time, and I turned mine on when I opened the reservoir up. I figure once the roots are down far enough for the reservoir it's good for the domes. I can't see it hurting having them on early tho.
Instructions also say to run during lights on only so no cold air is blowing on the roots, but I never did put my pump on the same circuit as the lights. Not sure if it's a big problem or not.