Kepping the cigar in the celophane wrapper is one of the oldest debates going. i say remove it, it looks better. some say keep it, it protects the cigar while in your humidor. bottom line it it is your choice.
BUT, the tubes. If you plan on aging the cigar for any length of time remove it from the tube. Leaving the cigar in a sealed environment will not give the cigar an ability to breath prooperly and the exchange of gasses will not occur. While aging tobacco one particular gas given off is amonia, ever had a box that smells like pee? the pee smell is good to a point. you want the air to be able to exchange so that the amonias and other gases can escape freely. if you want, just break the seal on the tube and put it in your humidor, or remove the tube completly. but do not leave the cigar in that tube for more than two or three months.