If i connect the power and not the sata what do the heads do?
do they move at all?
only at the start?
do they stay parked until sata is in?

As you have described does the motor spin up?
Depending on the drive make and model, the jumper position might determine if the drive will spin up with or without a signal from the motherboard.

Typically the drive will still init normally but I have seen some Hitachi laptop drives that don't do anything until SATA is plugged.

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You don't have to backup all of your files, just the ones you want to keep.