Vu001,
it's a bad idea to turn on a tube amp without a speaker load since tube amps always have a power output transformer where the primary winding is connected to the output tubes & the secondary winding is connected to the speaker binding posts & expecting a speaker to be connected. If not connected to a speaker, there is a high probability that the tuned circuit connected to the secondary of the output transformer can start oscillating & destroy itself.
Additionally, this cut & Pasted from David Berning's website:
Audio-output transformer-coupled amplifiers should not be operated without a load connected because the inductance of the transformer's primary can cause the plate voltage to reach a sufficiently high voltage to break down insulating materials, resulting in amplifier failure and even fire. Some amplifiers are even unstable without a load.
I used to own a Jolida & AES Six Pac tube amps & even tho' Cary said it did not matter whether or not there was a speaker connected I always made sure that a speaker load was present during biasing.
Some info for you to read:
http://www.hometheater.com/content/amplifier-damage