I can't tell you about using it on stage (as I'm no musician), but it's quite simple and works well. You can see the small plug used on the in-ear picture and on the big one (right monitor, lower left bottom). You get two pairs of these with your monitors and just have to stick one in each monitor, they fit well enough so they probably won't get lost. There seems to be no loss in the (-26db) isolation when using the plugs, so I guess if you have a use for the ambient feature, go for it.
(I think the ambient feature makes the monitors slightly bigger where the plug is located, at least it looks like that when comparing to other pictures in here)