Pruning isn't required to remove them - simply snap off the old truss with your hand...right above the whorl of leaves. Your rhododendron will reward you with more blooms next year since you've diverted energy that would otherwise gone into setting seed.

If you go to the thread "'new' gardener needs help with rhod/azalea", there are photos on how to deadhead a rhododendron. That is what removing spent flowers is called. On some varieties it makes a difference, on some it doesn't matter at all. On most varieties, it will only make a small difference if any. Most gardeners would like to deadhead but few actually do. If you are getting petal blight, then deadheading is very important. All spent flowers should be destroyed. The best way is to toss them in the trash.

Petal blight is a disease that hits some rhododendrons and azaleas that bloom later in the spring. It causes the flower to turn mushy before it naturally wilts. If you look closely it forms unsightly brown spots on the flowers. Attached is an example the early stages of petal blight before the flowers turn mushy.

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Here is a link that might be useful: How to care for rhododendrons and azaleas.