Can you warm up your tube amp ...

Don't see why not. Warm up the amp, then turn it off long enough to hook up the cabling before switching it back on.

I thought tube amps need a load on the speaker terminals, w/o it can cause harm. I am NOT a expert here....

You should call the company for sure as sometimes it can be harmfull to run without a load.

I'm no expert, but I'm pretty sure Philojet and Jfrech are right. Last night one of my speaker wires was disconnected from my Jadis amp (cleaning woman) and the amp started buzzing loudly--fortunately caught it right away to avoid any damage. You'll need to run the amp into a load.

Some tube amps can be on without a speaker load (as long as it's low power) and some will short out at dc right away. With any tube amp (especially the 100 watt ARC's) it's best not to take any chances. Use an old pair of speakers or a dummy power resistor. But check the owner's manual for the last word.