Should I check the condition of the vehicle before returning it?

Yes, and in the event of any new damage (that was not listed in the report upon collection), you should inform an employee of the local rental company and arrange a joint assessment of the damage.

Related information:

Rental car pickup:
Should I check the condition of the rental car before leaving the rental office?

Drop-off office hours:
Can I return the vehicle outside of office hours?

Drop-off to another city:
Can I return the vehicle to another city?