It is totally up to you.
Some would recommend leaving it and letting your body do the work.
Though others are inpatient and would rather pop it and release the fluid.
Either way is fine, just remember to keep it clean and sterilise anything you use to pop it, covering it in a breathable plaster.
Popping it you run the risk of it getting infected, though a simple anti-septic cream would sort that out.
Hope this helps, peace