The wheel bolts or Lugs, keep your wheels attached to your car and suitable for driving. Without these being tight you could have a catastrophic accident so you should take extra care to make sure they are secure.
When placing them on when you are tightening them you should first make sure they sit nicely. Tighten them to a point of good resistance by leaning your body weight into the turn until the nut stops moving. If you put too much force into the bolts you can damage or even strip them down which is not very practical at all.
Removing your lug nuts is a process where you need to loosen or “break” the lug before you jack them up. It is a lot easier and more controlled to remove the wheel after that as you can use a systematic approach of loosening the bottom ones first and working your way up. This way you don’t have to lose any of the lugs and so the wheel can remain stable enough until such time as you want to remove them.