When learning how to ballroom dance, it helps to watch a pro perform the steps first. When learning how to shoot a basketball, seeing how it's done first can be very beneficial. When learning a new cooking technique, it's nice to first observe another execute the moves.
So, when it comes to learning how to use Salesforce, does a user need to first watch you click through screens before they can comfortably do it? Probably not. After all, anybody can click on a mouse and type on a keyboard--it's not really a matter of learning technique like when you're learning to dance, shoot a ball, or knead dough.
But, I've noticed that some users still enjoy watching a performance of Salesforce before they jump in. If your co-workers want a demo, then you should probably perform a demo.
A Demonstration Is Not Teaching
The purpose of a demonstration is to break down mental barriers. Users who are unfamiliar with Salesforce (or technology in general) enjoy watching a demonstration because they are afraid to be the first to try this new thing you are showing them. They've become accustomed to having a more knowledgeable people show them what to do first, and then walk them through it step-by-step.
If your users need a demonstration to help them feel comfortable, then you should definitely do one for them. But I would caution you against using a demo as a tool for teaching your co-workers how to use Salesforce, because a demo is not very good at helping users retain a lot of new information.
Can You Show Me How You Did That (Again)?
When I first began helping customers use our product, ScreenSteps, I would fire up GoToMeeting and walk them through the steps by doing it for them via screenshare. Then, a day or two later, I would get a follow-up email asking for me to remind them where to click and what to do.
Then one day, I tried something different. When a customer asked me how to set up the Salesforce integration with ScreenSteps, I sent him a link to a help article. Instead of doing a screenshare and demoing what to do, I simply walked him through the help article over the phone--I had the article opened on my screen and he had it opened on his screen.
I admit, it felt a little awkward. I could sense that the customer wanted me to just take over his screen and do the task for him. But my goal wasn't to accomplish the task--my goal was to help him learn how to use our documenation. Because I knew that he would have more questions next week, and I wanted him to be able to use our material to learn on his own.
I didn't need to perform a demo because I wasn't breaking down mental barriers; the customer I was helping was an Admin. He knew how to use Salesforce and he was pretty tech savvy. He simply didn't know the steps to connect ScreenSteps to Salesforce. If your users only need to learn the steps, consider skipping the demo and jumping right to the job aids.
Help Co-workers Learn On Their Own
A demonstration helps break down barriers, but it will not help your co-workers remember everything they need to know. So, what I suggest is beginning with a demonstration (to break down barriers), and then helping your co-workers use your help guides so they can reference them after the training is over.