The megger is used as a quality control measure to test the insulation resistance to detect any fault in the heater cable jacket. Such leaks cannot be spotted with a regular ohmmeter and help spot any damage to the cable and cable jacket.
Warmup strongly recommends that the relay is installed in a separate single gang box to avoid overheating and interference of other cables. Check with your electrician and refer to your local code for specific installation requirements.
Thermostats with an internal GFCI including the Warmup 4iE and WUDG will fulfill this requirement. If a non-GFCI thermostat like our Tempo thermostat is being used, a GFCI breaker will be required. Consult with your local electrician to make sure your installation is properly protected and meets National and Local Electrical Code.