Not permanently, if you did that your battery would go dead when the car was sitting from the drain of the voltmeter. What I am saying is to not trust the voltage reading from the meter in your instrument cluster as gospel. When checking for electrical problems, the testing should be done from direct battery connections. It is normal to see some voltage drop in the wiring harnesses in your car. You may be seeing a voltmeter reading that is lower than reality when all your accessories are turned on, so for testing purposes, check for proper voltages directly at the battery's terminals.