Yes, ^^ absolutely shake well before spraying.
And be sure to let it dry before using too. It dries quickly ( a few minutes), however if you’re truly impatient you can use a hair dryer set to low or no heat at all and blow dry on the lowest air flow setting to speed up the drying process (a few seconds).
Trying to use wet, and you will simply squeegee the diamond emulsion away with your blade to the edge of your wood or strop and just waste it.
Here is a short 10 minute video that Northwest_Knife_Guy posted on YouTube using his Micron spray (this video is 6 Micron), shaking, hairdryer usage, briefly stropping, then carving hair afterwards. He has lots of other videos too, you just have to search his name if you want.
Again, this is a really basic and short video, but it shows the steps for anyone else who may not have done this before or is unfamiliar with stropping in general. Straight forward and easy to understand and duplicate.
I have no affiliation whatsoever with Don, he just has a most excellent product that’s easy to use and gives fantastic results, ships out fast and is extremely well packaged, and he is a great guy and a BladeForums Member too.
His spray and stropping video that shaves/whittles hair: