Depends on how important it is. Looking for a hint for a puzzle game: never. Trying to find out actually important info: always.

They make it easy though because after every statement it has these numbered annotations and you can just mouse over to read the text.

You can chose different models and they differ in quality. The default one can be a bit hit and miss.

I use kagi assistant. It does a search, summarizes, then gives references to the origin of each claim. Genuinely useful.