You can do it either way, but I find it much easier to remove an outer frame and lean it up against the front of the hive. I can then pry the other frames apart, and in most cases I can see anything I need to without actually removing them from the box. Less upset to the bees and far less chance of rolling the queen. I can also handle uneven comb better this way, although I've learned to control that before it gets so bad I cannot pull frames.
You can also buy a metal frame that hooks onto the box so you can hang frames outside while inspecting, but I've been stung enough by getting my overly large belly in contact with boxes, etc that I'm not enthused by that idea. An occasional single sting is one thing, forgetting that frame and squeezing several dozen bees at once is not an attractive idea!
I'm not big on looking at every single frame unless I have a reason too, although beginners probably should for a while until they know what things are supposed to look like.
Peter