Cab squirrels nests do harm?

[Germanicus]

I’m almost certain there is a squirrel making a nest in a corner of an outside windowsill. Between the wall and an architectural pillar.
She keeps coming back with more and more twigs and cutting them to fit into a messy mass.

Should I destroy the nest? Yes it’s a bit annoying hearing this scratching at the study window, but if there is no more harm than that, then I’d be happy to leave it.

Is there anything I need to know about my new neighbour?

If it gets into your loft, and it will they are very inquisitive, it will chew through and destroy everything.

I should add that I live on the second floor of a mansion block of flats that is five storeys.

It will chew through wood and ruin the place if it gets inside.