You want to catch as many issues as possible with your programs at compile time.
A best practice is to compile with Warning Level 4; don’t suppress warnings. Enable the Treat Warnings As Errors option for Release mode.
Treating warnings as errors is a great way to spot problems in your code. You may even want to turn this feature on for Debug mode. To set these options, right-click your project in Solution Explorer, choose Properties, and go to the Build page. Use the /warnaserror+ option if compiling from the command line.