This would definitely be one of those times to consult the grading service you will be sending it to. I have heard they will remove and grade. But I'm wondering if you send the whole set, will they require grading all of them.
The only coins that I know of that are graded in the original holder are the GSA Morgan dollars. NGC does that.
NGC used to grade a whole proof set as one unit. They had a special holder for all 5 coins. So the set was cracked out of its original packaging and placed in the special holder. I did it once with two early 50's proof sets. All the coins were in one holder but individually graded. Interesting but a pain to store. I suspect they don't do that anymore.
Bottom Line: Crack them out and submit the coins you're interested in separately.
Describe it as if there were no picture. Picture it as if there were no description.
If you sent the entire set all the coins have to get graded. Gradin the extra coin in the set that aren't worth grading will typically put you so far in the hole that the one coin that would be worth grading no longer is.