If you just got the Gladiator NXT then there's no need to flash as the new devices are being shipped with latest firmware (just think about it again in 3-4 months). The only thing to do is to calibrate the device and you're good to go; no background running software or any other gimmicks are required, unless you'd like to get into programming your device to do more stuff than just responding to a button press or axis motion (like modes, curves, buttons to keyboard etc).
You could either do a
cold calibration, where no software at all is needed, or you could
calibrate through its native software, VKBDevCfg (ignore the flashing part, just follow the calibration section).