Cook them on a high heat until they have turned pink all over (boil or fry), then give them around an extra 5 minutes cooking to minimise the risk of food poisoning.
You can for presentation, but they're a pain to peel once cooked. Usually you'd peel them, making sure to remove the dark vein in the back of the prawn, and then cook.
Basically, a pastry chef cooks pastries. I don't want to be so blunt here. Pastries are food items that are prepared through baking. Cakes, pies and similar dishes would be examples.