Following the guide for ST it looks like when you plug it in, you should have the rainbow LED. Then you put the hub into pairing mode, THEN you must single press the button on the device to start non-secure pairing.
You can pair with non-secure or secure pairing using the button presses in the points below:
Single tap the action button for non-secure.
Double tap the action button within 1 second to begin secure pairing.
Yes, most devices will require some sort of button pressing to enable inclusion mode. Occasionally they go into inclusion as soon as you plug them in but that is not guaranteed.
IF your devices come with a Smart Start QR code you can also use that through the Mobile app, and that is even easier. All you do is scan the QR code into the mobile app in the Smart Start section and power up the device. It will pair by itself. Default is with S2 security (which IMO is fine) but if you want non-secure you can tap the smart start entry right after scanning it (before powering on the device) and turn off the security options.
The manual for each device will describe how to put it into inclusion or exclusion mode.
As you might imagine, putting the hub into exclusion mode is insufficient, by itself, for a device to be excluded. After all, were it to be sufficient then putting the hub into exclusion mode would automatically exclude all previously included devices. The same principle also applies to device inclusion.