Electrical – Is it alright that I did not turn off the power while installing the thermostat

I reviewed the manual for your VRT 340f thermostat online. It does not appear that this unit is intended for use in a simple on/off on demand mode. From the description in the manual it appears that unit is intended to be operated on a schedule.

Your most logical choice may be to replace the thermostat with a different model that offers the simple level of control that you desire. Since this thermostat communicates with the heater unit using a radio link your choices of replacement unit are going to be limited to what is compatible with the heater.

Simply turning off the breaker that feeds the furnace will turn off the thermostat power as well.