1. There are some keyboards with poorly engineered brittle feet. On a Model F, you aren’t going to break the feet with regular use. On some other keyboard, you also probably won’t break the feet, but nobody will be able to give you a good answer about that unless you post some pictures / description of the feet in question.
2. Whether or not to use keyboard feet depends on the height of your desk and chair. If you have a tall desk, I generally recommend using the feet. If you have a low desk, under-desk keyboard tray, use your desk while standing, or set the keyboard directly in your lap, you probably want the feet retracted. In some cases the angles provided by feet/no feet are not actually sufficient, and you’ll want to prop a book or something under the front or back of the keyboard to change the angle.