Q:

Should I put macbook pro to sleep or it goes alone?

Before I go sleep, I use to put macbook pro to sleep. I mean, press apple menu, and then Sleep option in the menu.
But I noticed that if I stop to interact with the mac for a moment it gets dark. Is it going to sleep?

A:

Yes, this is the Mac doing what your preferences state in your Energy Preferences.
Usually on battery macs will powernap within 5 minutes, put hard disks to sleep, app nap, and check for updates for certain things, but you can change these preferences in the Energy Preferences to determine what to do on battery and charging.

