You can damage the cell if you consistently discharge the battery below the voltage specified on the manufacturer's data sheet. This varies from battery to battery, but, generally speaking, you should not discharge your batteries beyond 3.3V (resting).
With protected batteries, it's not an issue because they have over-discharge protection. The clue's in the name! BUT how are you going to know if the PCB's working if you can't test the voltage of your batteries? Get yourself a multimeter - vaping 101!
I don't want to rain on your parade, but the battery you're using has a pretty bad reputation on this forum. I'd recommend using an AW IMR. These batteries are not protected, but are "safe chemistry" - meaning that they are much less likely to explode in the event of a catastrophic failure.
JJ