Hi Thomas,
My guess (and its just a guess) would be that you did not damage anything by running it without speakers, because the main likelihood of damage occurs when a music signal is going through the amp, while no speaker is present. The open-circuit at the output, combined with abrupt changes in the signal, produce what's called inductive kickback which can damage the output transformer. With no music signal, there are no abrupt signal changes, aside from responses to any electrical interference that may be picked up, which should be small if any.
As far as the orange/red color is concerned, it's important to distinguish whether that is the filament at the center of the tube (which will glow that color normally), or the cyclindrical metal plate which surrounds the other elements in the tube, and which should not be glowing.
Connect the preamp to the rca jack labelled "0.5v input," and ignore the other larger socket (which is actually a tube socket, but in this case is intended not for a tube but for a special purpose input cable that could be used instead of the rca jack).
You can connect the speaker wires to the screw terminals either as bare wire, or with spade lugs (if the spades are not too big to fit, and some spades will be too large for screw terminals on vintage equipment).
The two things you cited about Maggies are basically correct; they typically need lots of power and they have impedance characteristics which, while not extremely difficult to drive, are somewhat less than ideal for an older tube amp. But on the other hand, if you don't listen too loud, and you don't listen at too great a distance, and you don't typically listen to music with wide dynamic range (such as classical symphony) maybe it would be within reason.
One final thought -- if you have occasion to remove a tube, it is good practice to lift it out by the base, not by the glass. Otherwise the glass conceivably could loosen where it is fastened to the base, and although it would probably continue to function that is obviously not good.
Good luck!
-- Al