You should always start with a clean dry surface prior to waxing with Pro Polish.  If the surfaces you intend on protecting do not have the showroom shine you are looking for prior to waxing you may need to improve the appearance through compounding with a product like Buff Magic.  You do not need to wash the surface between compounding and waxing as long as you have fully buffed and wiped off all excess residue from the Buff Magic.