Generally it is about switching off the output supply by making it high or low whichever is mentioned in the datasheet. What is the which you are asking for?
I am using THN 15-1221 with 12V power. Its +-5V dual voltage regulator. I just want it to run it all the time. Can I connect it directly with 12V power supply?
The reason not to switch is because I will install the switching ckt for +5V and -5V independendently and this regulator gives me the possibilty of on/off both +-5V with the single input.