The image will be clearer if you tear off the film. But of course it won't affect too much if you do not.
If the lens, infrared light or photoresistance of the surveillance camera is covered with protective film, I suggest you to tear the film off after the installation. Otherwise it will affect the image definition, the light or the sensitivity of opening infrared light. And it may affect the heat dissipation of relative parts, causing high temperature and unstable operation of the equipments.