There's really no reason that you can't try it both ways. Use REW to see the response from the mains by themselves, turn them off and look at the response from the sub and then repeat for the center channel. Save the files and start REW again with only the front speakers and add the sub, watching for phase cancellations. Move the crossover points in Manual Speaker Setup and while you're in that part of the menu, change the distance setting to .1 foot and adjust the distance from the mic to the mains and/or sub, watching as the response changes. You will definitely see when the crossover and distance are coming closer to correct and you should easily hear when it is or isn't correct. Save the settings and the REW file, then start it again with the mains and sub, then add the center channel- adjust the delay & distance settings and watch as the response become smoother.