You can have an output that is not connected to anything. It will give you a warning, but it will not hurt anything.
As an alternative, you can put it into a datareader destination or download a trash destination adaptor (there are some free ones on the web) so you do not get the warning.
The real advantage to putting it somewhere is you get a flow connector that you can attach a data viewer to if you need to lok at the data that was filtered out.