Congratulations on your new DT25. I've had a HD500 for a couple of years, and have used it happily with various full range monitors / PAs, as well as into the effects return of a Peavey Valveking - but last year couldn't resist the idea of integration with a DT25 over Line6 Link.
I think the intention with DT amps is that you should use the pre-amp only versions of the amp models in the HD500 and choose the power amp mode for the DT amp that most closely matches the one for the amp your modelling. That way, you get modelled pre-amp from the POD, and real power amp / speaker from the DT rather than modelled pre-amp, modelled power amp plus modelled power amp from PD. As a bonus, you get more DSP to play with effects etc...
When you plug in via Line6 Link, the POD will automatically switch to combo line in output mode (the one intended for this purpose) - but I'm not sure it switches back to studio direct when you disconnect, so you might want to check that if you switch back to using full range speakers at any point.
I've ended up with two setlists - one with full amp models tweaked to go straight into a mixer and full range speakers as a lightweight set up for rehearsal, and another with the same settings but with pre-amp only models, with limited tweaking to gain and volume for use with the DT.
I'm really happy with the sounds I've got from the setup.
There are no rules - I found that starting from a blank patch and getting the sound right with just the amp model before adding in effects etc works form me. But I've also experimented with the presets / custom tone patches and adapted some of them.
Let your ears decide what's right.
If your experience is anything like mine, you won't be able to stop grinning on Saturday.
