The foam windshield is designed to mitigate moderate wind noise and plosives. You should also use it if the microphone is being moved (for example, on a handheld camera or boom arm), or if you are speaking directly into it. If it is mounted on a static camera in an indoor environment, you can remove it. The windshield features a high-quality open-cell design that is very acoustically transparent, so will not noticeably affect the performance of the microphone.
If you are using the microphone outdoors in a high-wind environment, we recommend using the WS12.