doubt on bdc's

i was trying my first bdc program. i wanted to record mm03 transaction.

so i went to tcode SHDB, pressed new recording, gave a recording name and t-code mm03 and

started recording. it asked for material number, i just entered one and pressed back to stop recording.

i saved it. then i selected my recording name and pressed on function module to see the code generated.

is this how u do it. does all BDC programs work just by starting with SHDB or its not needed. should a BDC

be written in se38 or se37.

can any bdc program be written without ever recording.