Hi Claudio!
As you say, to do the homming cycle you should have connected every stepper and every sensor. The homming sequence is:
1. Articulation 2
2. Articulation 3
3. Articulation 1
4. Articulation 4
5. Articulation 5
If you want to jog the motors without doing the homming cycle you can send the GRBL command $X (Kill alarm lock) to bypass the homming.
Hope it helps!