vaccuming pool (inground)

Yes, if you can. A typical setup uses a part called a vacuum plate that fits over the top of the skimmer basket, and then you connect the vacuum hose to that. With such a setup, the skimmer basket catches any large debris, leaves for example, before they have a chance to get to the pump.

Sometimes, if you don't have a vacuum plate, you need to remove the skimmer basket and plug the hose directly into the bottom of the skimmer. This works, but it isn't as good because more debris will get to the pump, where it is more trouble to clean it out.
 
Yes. Definitely.
1) Big stuff vacuumed up could cause problems with the pump.
2) Big stuff vacuumed up could get caught in the underground plumbing -- you have an in-ground pool, right? Stuff stuck in underground plumbing could get really expensive trying to get unstuck.

So, as a safety measure, keep basket in skimmer
When water is 1/2 way down from vacuuming, stop and clean both baskets, the skimmer and the one in the pump.
Then continue vacuuming.
 
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