They might be harmful if you eat them, but these usually occur where there's dead woody matter in the soil, or where its very damp, so they may often occur on, for instance, bark chips, or compost with a high level of pulped wood in it. Not generally harmful to plants, with one or two exceptions such as honey fungus, but even that only attacks woody plants, not soft, herbaceous ones. The toadstools are only the fruiting bodies of mycelium running through the soil - you can remove them if you wish, but they will probably recur next year.

Making your soil ecology more diverse with things like compost tea frequently cuts down on the number of toadstools produced, but rarely eliminates them completely.