No, you don't have to remove the micro SD card.
Go into SD Management and you'll see all the files on your SD card. There's a folder for each date, then subfolders for each hour, then individual files. You can put a check mark next to any or many of the folders or individual files and delete them. You can click on a file name to open a file, or to save it to your local hard disk.
Hope this helps!
Mike
