What type of gasket? cork, cork/rubber, rubber, silicone, the new style composite with the sealer lines already on the gasket? Most (one piece) gaskets don't require sealant.
If you are into self punishment, use a cork gasket with lots of RTV silicone, over tighten the bolts, and then immediately put trans fluid in it, start it and bring it up to temp. I have found through first hand experience, this method to be most entertaining and regretful.
On a serious note, I would think if they don't put some basic instructions in the package, they should at least have some recommendations on their website. I feel better if they at least include the basic "Don't play with it in the bathtub while it's plugged in" warning.
The general consensus online is just a little gasket adhesive to hold it in place while you install the pan.