Surge protector EMS-LCHW30 installation?

You didn't mention what kind of RV you have.  Progressive Industries has an excellent track record producing surge protectors.  While there is a very slight chance that a generator will cause a large enough surge to damage your 120vac devices and the fact that you don't have a generator installed, although the unit seems to be wired for one.  I would connect it to the output of the transfer switch.  You should have 2 inputs to the transfer switch, one from non-existent generator and the other from shore power.  The transfer switch is normally connected via the transfer switch to the shore power line.  It requires power from a generator to actually switch.   By wiring your surge suppressor to the output of the switch, it will cover your unit if you install a generator some time in the future..