Yes, you can direct wire the pins of UC300ETH but it is better to use a BOB because the UC300ETH does not have optically isolated inputs. In my opinion it is easier to go through a BOB because the BOB have screw terminals, while the UC300ETH has IDC26 connectors. Other than that, it is up to you.
You do know that they have a very active support forum as well:
forum.cncdrive.com ? Index page
Register there and you'll get answers directly from the manufacturers.
Another thing you have to think about that their motion controllers work only with Mach3 and UCCNC. If I was buying their motion controller (and not already had one) I'd also buy a UCCNC license. It is cheap and much better than Mach3 in my opinion. You can download a complete version if UCCNC and use it in demo mode without motion controller. Motion is prohibited in the demo version, otherwise everything works as in the licensed version.
https://www.cncdrive.com/UCCNC.html