Risks move the schedule?

Monte Carlo will run based on the time distribution for each activity you specify, not on the deterministic durations. Your P6 deterministic schedule shall not be affected by the MC runs.

In the end risks will drive how things happen and what you will record on your updates. Theoretically if you eliminate extraneous risk, which is impossible, if you execute the job thousand times you will get thousand different outcomes that will have the same distribution Monte Carlo display. Remember it is just a model.

Adam;

You are building a rudimentary Risk Register, it will have no impact on the schedule by itself.  Later if you decide to apply the data in the register through 'what-ifs', then you may see change, but it will not be a direct result of identifying any risk(s).

BTW: You can export the P6 Risk Register to help bild a more useful register in PRA via the Tools link.  Not sure if there is any other way to re-use the data deveoped in P6.