Yes, before breastfeeding you can wash it with warm water so it can get a bit more flexible, stretch it and place over your nipple, make sure you try to get as much skin as possible, about the same amount your baby will latch on to, this will prevent from getting sore/breaks.
I suggest that, you have to feel comfortable using it... At first you might think that your baby is not feeding properly or that the milk flow is not enough. But don't worrie, it works fine and your baby does feed enough. The plastic nipple has 3littpe holes where the milk comes out...
Yes, this is not a permanent nipple, you will have to remove it after every feeding, thats why it comes with a case, this way you can keep it clean and close to you at all times