Because I RTFM
"While the manual way is older, more tested and proven to work correctly"
Ah -- then that line should get changed

Rockbox Utility is "in the wild" for quite a while now and has proven to work nicely for almost all people (and those having issues with it most likely also would've issues with the manual install). So that line is somewhat outdated ...
And yes, you need to initialize the database first. Or, if you don't want to use the apple firmware later, just put music files on your player keeping sensible file / folder names.