I put a blow off tube in my carboy from the start of fermentation. Can I, could I or should I remove it and install an air lock later into fermentation?
In my brief experience I've had to use a blowoff set-up at the beginning of fermentation, I've taken it off after activity stopped every time. Just remember; sanitation, sanitation sanitation. Edit: what the above person, said. You can, or not. Just make sure you're thorough with sanitation because you can still infect your beer.
I only change from a blow-off if I get a lot of gunk in the tube. Just easier to clean if you get it early...though it cleans pretty easily regardless. You definitely do not have to change it out.
You won't really infect it unless you put some nasty shit in the airlock and crash it, causing suck back. Obviously being sanitary it top of the order, but changing out an airlock is far from exposing the beer to much of anything.