I am just new to Rasperry pie and just started downloading the operating system. I just wanted to know when I power up should the Micro SD card should be in the pie? Should I leave the Micro SD card inside the pie all the time?
The SD card (or USB) with a properly installed OS must be in the RPi at all times.
....and time in installing, specially if you are in connected to "slow internet".....
... which could be your SD card may need re-imaging. You're unlikely to damage your Pi!