a) release the previous note at the same time that I press the next
b) let go BEFORE I press the next note OR
c) let go AFTER i press the note (but not so much that it bleeds
This is a question of articulation:
a) called portato, non legato
b) staccato -> Staccato Signifies a note of shortened duration or detached (not legato)
C) legato -> Legato Indicates musical notes are to be played or sung smoothly and connected
mind that the first line (non legato) has no additional sign of articulation
the red ties are concerning the second example: legato
as you can see below there are even more different articulations like tenuto, marcato, non legato. And it is also said that some of them can be replace by pauses (indeed it is the opposite: pauses are replaced by "staccato":
As others are saying it makes also sense to practice scales combining ariculation with different dynamics, tempi and also rhythms.
You have to practice all of them as they are asked and notated by composers in their writing to be able to perform them like the composers want. It does no harm to play a scale in different ways.
To give in notes by keyboard it is better you don't play them legato, but you can adjust probably the note length by asking the program to normalize the values or to reduce respectively augment the limits of lengths for pauses.