well theoretically you can keep it in the planter no problem, or you can take it out no problem..it's just a cosmetic thing - sometimes there is not enough substrate to completely bury the pot, but it does offer easy mobility...if you are going to leave it in the planter cclean it very, very, very well before putting in your tank and keep in mind that eventually you will probably want to remove it from the planter after it is established...
if you are taking it out of the planter, also clean it very well...either way you want to you can keep the rock wool on or take it off....if the plant isn't rooted well yet the rock wool will help it stay together more(especially if it is a group of stem plants vs. a rhizome)...if it is rooted well the roots should already be growing out of the rock wool, thus making it not as useful.... just be sure not to damage the roots when removing any part
personally i always remove plants from pots to elminate the amount of foreign materials that are introduced to my tank each time i get a new plant...