We went through this in a discussion about using North American GFCI breakers in Europlaces where power is 240V only. Turns out the breaker itself needs neutral for its internal bits. But actually, your connection advice is nothing more than the standard advice for hooking up any GFCI.
First, hook up the LINE
side of the GFCI
On a breaker, the 240V GFCI gets its two "hots" when it clips in place and contacts the two bus bars. That was easy.
Neutral, however, is a little trickier: you need to connect the neutral pigtail to the neutral bus. Aside from some plug-on-neutral panels that I don't much like, neutral is not available as a "rail" that the breaker can just clip onto.
Second, test for correct operation
Now that the GFCI is fully powered, you light it up and run it through its paces. In this case that means hitting "Test" a few times and resetting it.
Third, hook up the LOAD
side
Now with the GFCI checked out, you attach loads. On a GFCI breaker, the LOAD
terminals basically are the ordinary output lugs every breaker has, except there's an extra one for the neutral.
Every conductor must attach to the GFCI, so if it was a split-phase load like a dryer, all 3 conductors would go to the GFCI.
However in your case, you only have the two hots, so those go to the two "hot" terminals on the breaker. And you're done.
But I would talk to your AHJ (Authority Having Jurisdiction, or permit issuer/inspector) and see if a GFCI breaker is really necessary for a hard-wired, hard-plumbed heater. I don't think it is, but local codes vary.