You should take it off. Keeping the humidity artificially high with something like your plastic cover provides perfect conditions for mold, which can kill your plant. If you take off the plastic cover, you might notice some of the leaves getting burned from the lower humidity, but your plant will soon grow new ones.
I live in Boulder, CO where the humidity is pretty low (usually less than 30%) and I grow all of my plants outside year round. They thrive in the low humidity conditions. You can see photos of them here:http://www.flytrapcare.com/carnivorous- ... Color.html
Be sure to read the articles on watering and sunlight for your new plant. In summary, VFTs need at least 4-5 hours of direct sunlight every day and they should only be watered with distilled water, rain water or reverse osmosis water.
Leave the meat for our pet plants