The SD25. like the SD20 and SD30, has a dog clutch. Whether or not it will engage without the engine running depends on how the clutch components are aligned with each other when they come to rest, In general you should only engage forward, or astern, drive when the engine running as a low idle. You should not try to force the engagement when the engine is not running.
See my reply to your earlier question on the same topic and read the operation manual