Assuming it's a 1-piece airlock, you don't NEED the cap. If you can find it though use it. It keeps dust and bugs out of the airlock, and marginally slows evaporation of the sanitizer in the airlock. Definitely add a couple to your next order
If you see something in the airlock, it's ok to pull the airlock, rinse it out and refill it with fresh sanitizer or cheap liquor. 5 or 10 minutes without the airlock is no problem. Star san will get cloudy as it ages, so that's not what I'm talking about. In my house it's effing ants that get into everything not protected. There is a chance of some suck-back once the beer starts to cool down.