The choice is yours, mang! There’s no right or wrong.
A lot of people prefer adding the effects in after recording a dry guitar track because if you record with the effects on, you’re ‘stuck’ with them. Personally, I prefer tracking with the effects on but I keep a lot of things similar to how I used to record before DAWs were a thing. Petrucci always records his leads dry and adds the effects after the fact, it does make things easier when approaching a mix, but if you’re just fuckin’ around in your house, do whatever ya want man! This is where the experimentation and learning process comes into play and you’ll develop your own preferences after a while.
My buddy does the same thing with his Katana, just records it straight into his laptop from the USB so he can put song ideas down. Once you start getting into practicality/ease of use/finding out what actually gets the job done, you’ll find a lot of the shit you read on forums doesn’t fuckin’ matter. Hot takes on what’s “legit” or spoken as gospel is often just a bunch of chest thumping bullshit, whatever works, works. A mic’d up Pignose can sound huge on a recording given the context it’s sitting in.
Home recording gear, these days, is all aimed at delivering a pleasing sound really quickly, from the Katana’s USB out to amp plug-ins and the ease of getting them into a DAW. You can spin your wheels for days questioning “Does this really sound as good as I think it does?”, just go with it, have a fucking blast and create shit. The more time passes the more you’ll learn about it, before long you’ll be running from your jam room to your car to check mixes and figuring out how to dial things in better. It’s a really fucking fun time to be a musician with all the shit we have at our disposal if we want to be creative!