I'm not sure if that were necessary. Then again, doing it won't do any harm and in case someone in the factory has changed the settings in an extraordinary way, it certainly will give you a clean start.
As the manual says: "You can clear the CMOS RAM by shorting this jumper while the system is off. Afterwards, open the jumper." I've learned to unplug the mains power cord from the power supply before clearing CMOS, which means you should be able to do it even right from the package. Simply connect the two pins of JBAT1 for a few seconds with some metallic item like a screwdriver. At first boot go to BIOS (press DEL at boot) and load the "Optimized settings". It's usually an option on the last page/tab along with "Save settings and exit".
Removing the battery is simply another way to do it in case there's no pins for clearing CMOS, or if the pins don't work.
Actually, I've never done the CMOS reset before first boot. The motherboard should be ready to use and if it isn't and fries due to that it should be a warranty issue. Modern motherboards won't boot if the settings are perfectly wrong and will revert to basic settings after a few unsuccesful boot attempts, allowing you to go to BIOS for changing your settings to functioning ones.