Generators should be run under load at least once a month. I run mine about 20 minutes, which should be enough to get the oil temp up to the point where the moisture in the crackcase gets boiled away. Running under load will also remove moisture from the windings and burnish in the brushes.
Yes, in order to run under load you'll need to disconnect. I would get the genny running for a minute then trip the breaker on the pedestal to test the transfer switch. Then turn on an air conditioner. I have an electric heater I use for a load in the winter.