[Alpo]

The rounds being shot is to have the mechanism of the gun work. The moving parts to rub against each other and "mate" together. You can do much of it without firing. When I got my first Rossi 92, I just sat there and cycled the lever a few hundred times. Bolt action rifles, I usually run the bolt a few hundred times before it ever goes to the range. With an automatic pistol, I work the slide, then pull the trigger. Repeat. Over and over.

With a magazine-fed firearm, snap-caps are helpful in making sure the gun feeds correctly. The feed lips are right, the ramp is right, the lifter is right. You can't tell that just by cycling the action. You need to have a cartridge being loaded.

With a revolver, the best way to "shoot-in" the gun without expending ammo is dry firing. If you are one of the people that worries that dry firing will damage your gun, then having a set of snap-caps in the cylinder, as you click it a couple of hundred times every day, is probably a good idea.

They certainly don't hurt.