RE: A few questions on a new Alpha trainer...
What CGr. said, plus note that the red wire is in the middle of the three, so if you do plug something in backwards, you just send signal to ground, but don't cause a short. So you won't break anything doing this. I've done it plenty of times with batteries, servos, you name it.
I've also trimmed a number of Futaba leads down to fit JR gear, it's easy like the guys said, but sometimes you have to trim not just the little tab but two of the corners off of the connector as well. Depends on the gear you have. Since it's JR/Specktrum, you'll probably have to cut off the corners.
As for pulling the wings off a plane, any plane can be torn up in the air if you either assemble it wrong, or if you over-speed it or give it enough control throw. Most trainers set up exactly the way the instructions say in every way will NOT come apart in the air just from a full-throttle-full-elevator pull without a terminal velocity dive first, and probably not even then. But if you increase the elevator throw or change anything on the setup, things change. Even changing the prop on an Alpha can dramatically change the max airspeed you can reach, and therefore dramatically increase the maximum load you can put on the airframe.
So, the safe thing to do is assume that you CAN destroy any airplane in the air with it's current setup, and avoid doing things like full-power dives into full-elevator loops and stuff like that.
The Evolution engines aren't really "broken in" so much as test-run. They will continue to break in a bit over the first few tanks of fuel, and the low end mixture might change a little as it does, but you can fly the engine right out of the box, I do.