It makes it a huge amount easier. Particularly if you're going to swap chains around frequently like it sounds like you're going to do.
Have a look at connexchain.comconnexchain.comOpen ↗ then click on Products>Connectors>9-speed>"See How it's done" for a Flash demo.
The first time, you have to prepare the chain by removing one wide link so you're left with narrow links at each end of the chain - you can see the chain in the demo is like that. (The removable link acts like a wide chain link to join the narrow ones.) You do this with the normal pin removal tool. Then you thread the chain through the chain-rings and derailleurs like you would if you were going to join the ends with a pin. To make it easier, slip the chain off the front ring so there won't be any tension on the rear derailleur when you try and join the ends. Then bring the chain ends together, bring the two halves of the link together at right angles like in the demo, push together and straighten it out. (You can practice it first with the chain off the bike if you want.)
Make sure the link goes in the right way round. The pointy bit on the heart-shaped cutout goes to the outside of the chain. Also make sure the link you have is the right one and not 8-speed or 10-speed.
Removal is the reverse of fitting - bend the chain at right angles and push the link together so the two halves slide into the area where they will separate.
I don't know if there are any restrictions on using the link if you are very heavy - I'm not so have never had a problem.