On the 8725, the generation before the 8825 in your picture, you could do all the game setup you wanted and play all the games for free while it was in demo mode, and then you'd "enroll" the machine into normal cash-taking casino mode. Once you did that, however, there was no going back without the impossible-to-find clear chip.
The actual enrollment process is very simple -- in one of the setup menus, press the "enroll" button.
Think of the demo mode as also the setup/keychip mode. You can play for free and change setup parameters. Again, though, once you enroll the machine you can never go back to the demo/freeplay mode without a clear chip.