The adapter has a feature that will allow the adapter to know if you have turned on the 3D mode in your TV when it starts sending a checkerboard 3D signal to your TV. The adapter cannot turn the mode on or off in the TV but if you use the cable and do not turn on the mode, the adapter can tell there is no signal going to the IR emitter and then display the message "Turn on the 3D mode in the TV". It is simply a courtesy to help people avoid or troubleshoot when things don't seem to work. Again the adapter cannot turn on the 3D in the TV, you have to do that manually, but it can warn when the mode has not been turned on.
It is not required to use the cable, and if no cable is connected, the adapter simply ignores this feature and assumes you can troubleshoot the issues without help.