No, it’s fine to run the board with no motors attached. I usually find that it’s more interesting to attach a motor anyway – usually with a flag made of tape – but it’s OK to run it either way.
As is always the case, you want to make sure that you have your current tuned so the motors don’t overheat when sitting idle and powered, and don’t just walk away and leave the motors energized / pulling power. It’s still a machine tool, even if the motors are just sitting on a test bench.
.
