you won't break a thing.
if you slip into neutral or engage the clutch the pump will simply stop and so will the winch.
once you engage back into gear, 2nd or 3 rd or 4th, the pump engages again, albeit faster, and you're on your way.
there are no sudden stops or starts.......think of it as an auto tranny..........there is NO "mechanical" connection between the pump on the transfer case and the winch itself......it's essentially connected via the hydro fluid.
when i engage the pump there is no "feathering" of the throttle unless you are "driving". if you only want to engage the winch you just pop in gear as there is no resistance to the pump.