LCDs usually come with some kind of foil. It should be fairly easy to remove if any. Hard to tell from pictures.
Less clear when talking about the touch panel/digitizer or a combination of LCD+touch. Resistive touch panels can be damaged if trying to remove a layer that is not supposed to come off.
I'd wait removing any protective foil until the very last moment. It is easy to scratch things up when installing things. In case of lower DS screens it is a bit harder since the touch panel has to be moved from the old to the new LCD (unless both are replaced at the same time).