No, you do not need to do anything. No need to manually unmount or make offline or anything similar.
Hard Disk Sentinel needs to unmount the disk drive. It means that the disk should be locked for the duration of the test for exclusive use and during that, the contents of the disk drive is not available for other applications or Windows. So the file system (partitions) on the drive not mounted.
But this is automatic, you do not need to make anything in Windows Disk Management of course.
For this exclusive lock, there should be no open files/folders on the affected disk drive - as if a folder or file is opened then the locking is not possible.
Please try to close all other software which may use a file on the affected disk drive before testing.
Not sure how the disk drive(s) you prefer to test connected. Are they connected in an USB enclosure/docking station? Generally there should be no problems with them - but it is possible that it may cause troubles - and this is why you see troubles regardless of the hard disk drive you prefer to test.
I'd recommend to
- in e-mail (to info (at) hdsentinel (dot) com) write step-by-step details about what you tried to start and what was the result (send an image/screenshot)
- use Report menu -> Send test report to developer option.
From these together, it is possible to check what happened, what may cause troubles.