Yes, you should. Be sure you know how to recognize and avoid swarms. The fact that a colony is about to swarm is generally an indication that it is healthy and growing. But as beekeepers, we don't want to see our bees swarm. In fact, the potential for a swarm is an opportunity to start another hive.
The impact of a swarm varies depending on the location but in urban situations, for example, it behooves the beekeeper to take all steps to avoid them. A swarm in the wrong place at the wrong times is one of the most effective ways to drum up anti-bee sentiment!