As long as you have the Auto setting on and roll long enough forward (a couple of feet) to engage them you will be fine...if you don't let them engage and you do a boosted launch the axle will be at high revs when the hubs kick in....it will make an ungodly noise and possible cause damage.
If you manually lock them, you don't have to worry about spinning them up to lock 'em in. So as soon as you launch, you set.
So, if you use Auto, flipped the 4WD on as you roll up to stage, that will give them time to lock...or just flip them on LOCK before, just don't forget to unlock when you are done.
If any one has any more experience, please speak up....mine is only a little. But, I believe this sums up a lot of how and why.