Depends on your parts and installation procedure.
Absolutely DO NOT remove the nut! That nut, if we are talking about the same thing, should only be removed after using spring compressors in order to remove or replace a spring and extreme care must be taken to avoid personal injury. The nut also typically secures the main shaft of the plunger inside the strut tower that allows the strut to further dampen bumps from the road.
Full or quick struts are typically installed as a unit or assembly and should only require it be bolted into place with proper torque. Occasionally this requires an alignment depending on the vehicle and the strut.