I too have a Sigma 105mm macro lens. I also bought a macro ring-flash: not half as fancy as yours though - mine just turns on and fires in TTL (and I can adjust it using the flash exposure compensation on the camera). This is not a bad place to start with your ring-flash - stick it in TTL, and use the FEC on-camera to turn the exposure up and down.
When and why though? Hmm well this is the important bit from the Kenro features page for this flash: "3. MACRO PHOTOGRAPHY – For shadowless, close up photography". This may as well say "3. MACRO PHOTOGRAPHY – For flat close up photography, with really bad reflections of the ring flash in anything remotely shiny". It's not terrible, but it's not brilliant either - here's a bee I shot years ago with the macro ring-flash:
https://www.flickr.com/photos/owenlloyd/5840409367/in/album-72157654812068848/
https://www.flickr.com/photos/owenlloyd/5892742496/in/album-72157654812068848/
It is a very portable setup, but as you can see, the flowers look flat - due to the "light from all directions" nature of the ring-flash, and there's a mad reflection of the flash in the insect's eyes.
However, all is not lost! You just need to throw away the instruction book, or at least the pages that tell you to mount the thing on the end of your lens. Hold it in your hand off to one side of the lens and above the subject and the light will improve dramatically. I use a flash-bender XL on a regular flash to achieve the same sort of light -
http://owenlloydphotography.com/?p=2108 See the second picture. You may want to add some diffusion (sheet of paper, or translucent plastic)in front of it to fix those specular highlights. All of these where shot with the light over the subject:-
https://www.flickr.com/photos/owenlloyd/18687293163/in/album-72157654812068848/
https://www.flickr.com/photos/owenlloyd/19074752218/in/album-72157654812068848/
For this last one, I had 3 extension tubes on the lens, so the end of the flashbender was only a few cm longer than the lens arrangement, so I took the flash off the camera and mounted it on a floor stand, triggering it with a set of radio triggers:-
https://www.flickr.com/photos/owenlloyd/28129511527/in/album-72157654812068848/
Best thing to do is get out there and start shooting with it
Hold it in your left hand, but out to the right (cross your left arm under your right arm and jam the camera into your shoulder. This will give you a very stable grip to help keep the distance constant. Make sure the lens/camera is in manual focus: the focus position of the lens for macro, is usually determined by the size of the subject. Smaller subjects, mean a closer shot to fill the frame, and so a closer focus. Usually, I'm racking mine out all the way for the closest focus. Actual focusing is done by rocking back and forth, or using a macro-rail or geared head on a tripod to move the whole camera.