You can either do it at a shop when you get them mounted, or you can do it yourself with a gummy stone, diamond stone, and a metal file. When you use a diamond stone, make sure to wet it. I also recommend getting a small cloth to wipe them off when you are done. It doesn't necessarily damage it, they will just be duller than before. If you intend to use them for park this year which I assume you do, its a really good idea to detune them. Detunes make edges last longer, and catch less on rails (detune edges can help you slide faster during the summer by a tiny bit, everything matters).
Summary: Highly recommend it, Use a metal file, diamond stone, and gummy stone (in that order, wet the diamond stone) or you can take them to a shop. Id detune them a moderate amount. There are youtube vids online to help you on how exactly to detune them if you need more help.
SIP Elliot Shuster