Yes, I precondition my Tesla Model Y usually several times each day before driving via the Tesla app on my phone. There are also some third party apps including the Apple Watch Tesla App that may enable you to start/stop preconditioning.
Preconditioning will wake up the Tesla vehicle. The Tesla vehicle does not need to be plugged in to use the Preconditioning feature but if you are charging at Level 2 (240V) and at least 32 amps then the battery charge will be maintained during preconditioning with no loss of driving range. (Even if not plugged in preconditioning typically uses just a few percent of the battery charge when warming the battery pack, heating the cabin.)
In winter preconditioning the Tesla vehicle will also warm the battery pack. This can take more than 20 or 30 minutes depending on the outside temperature. The battery needs to be warmed so that a) the battery can be charged, b) so full power is available, c) so some regenerative braking is available. When the battery is cold regenerative braking can be reduced to the point that you don't feel like the Tesla has any regenerative braking. After the battery pack has been warmed, while somewhat reduced, the level of regenerative braking available is still quite effective at slowing the Tesla vehicle when you lift your foot off of the accelerator pedal.
Tests have shown that preconditioning in winter can improve the Tesla vehicle's efficiency by ~10% as compared to not preconditioning, not warming the battery pack before driving. This is true if you will be driving more than 10 miles. For shorter drives the energy used to precondition the Tesla will be greater than the energy saved while driving with a warmed battery pack.