If that box near the genset has a female/socket/receptacle in it that matches that heavy duty male/plug at the end of your Shore Tie cable, then YES, you "plug into yourself" to power your coach from the genset. Yiur genset us creating you own "power pedestal." Some owners add a "Buddy Outlet" where they can share power with another RV or run an extension into the house for a power outage, but that's not very common.
What is the Make/Model/Spec (if it's ONAN) of your genset?
I may be criticized for being vague, but have an AC Voltmeter connected when you begin to run the genset. The no-load voltage should be 5 and no more than 10 below or above 120. Bear in mind that the genset is a constant-speed machine. By that I mean that "idle" and "full" are the same RPM. A governor linkage opens/closes the caburetor throttle to hold the RPM as load changes. So... Do NOT "goose" the throttle by tweaking the linkage or Voltage will go crazy high. Our first genset (ONAN BFA 4.0) could hit 160 VAC doing that. If something was connected to it, that device would have been blown out by the high voltage.