They didn’t. However they did say to press and hold to set, which I did the first time but it just reverted to all 000000s. I tried pressing once and that set it.
So I think in answer to your question, if you do get it wrong, as long as you don’t press set, it will reset. From my own experience of setting the pulse code (you’re correct, it’s a very similar process), then switching off the ignition will just reset anything you done up to the point of saving.