You put the range selector in Neutral. The Hydro drive is not directly connected to the driveline, it goes through a three range mechanical tranny just like a gear tractor.
Just realize that you may not have ANY steering.....My JD must be steered with the brakes (short distance) or towbar . (slowly)
If the motor is running, then I have steering ...
I have a JD 4100 with power steering. There's no connection to the tie rod other than the hydraulic cylinder, but I can steer with the engine off. It's difficult, but if I crank on the steering wheel I can steer.