It is highly recommended that you cook the salmon you take home from the supermarket, simply because eating it raw could expose you to harmful parasites and bacteria. In order to avoid salmonella poisoning or exposure to listeria, it will be necessary to thoroughly cook your salmon all the way before eating it. It is the much healthier and safe approach to take overall.
You can either smoke or cook your salmon, depending on what your own individual preference is. Salmon is extremely nutritious even when it is cooked, so you will be able to benefit greatly from all of the vitamins, minerals, and nutrients that are found in it.