Forgot to mention - there are no 'dumb questions' other than the ones not asked.
No one is born knowing this stuff - asking questions is one of the best ways to learn.
You will want to use water. DMT's cut fast enough that you have to rinse them fairly regularly just to get all the swarf out of the way of the diamonds. So while you can start without water, though I wouldn't recommend it, you won't get much work done before you're gonna really feel the need to add water (via rinsing the plate).