Typically (but not universally) the transfer switch is set up to give the generator priority over the shore power input when both are present, usually after a brief time delay for the generator to get up to speed and settle down. It should be fairly obvious if the generator is supplying power to the coach or not if you turn on a high-draw device like the air conditioner; you should hear the generator labor a bit more.
It's not necessary to disconnect the shore power, as the transfer switch is designed to make it physically impossible to connect both together simultaneously. It is a very good idea to avoid switching under load, so turning off all the appliances etc. is recommended. Some people as a matter of principle or habit will always unplug before starting the generator, and that's of course not a problem either.