Three players asked variations of the same question last week, so here is the short answer.
You must expose a group when you claim a discarded tile to complete a pung, kong or quint. The group goes on top of your rack, face-up, and it is locked for the rest of the hand.
You may not expose anything if you are playing a hand the card marks as concealed. Check the line before you call — once the group is on the table, the concealed bonus is gone.
You are never obliged to call. If a discard completes a group but the exposure would wreck a concealed hand, let it go. Calling is always a choice.
A joker used in an exposed group stays there. You cannot swap it out later for the real tile and reuse it — though you may claim an exposed joker from another player if you hold the tile it represents.
When in doubt, ask the table before you touch the tiles. Nobody has ever been criticised for asking first.