When the Bluetooth keyboard and mouse are connected, you can choose to use either them or the builtin keyboard and trackpad. It’s not one or the other. So, when you disconnect there is nothing that you need to do.
The only exception is if you wish to use the wireless keyboard and mouse with another computer after you take away your MacBook Air. You would need to unpair them and pair them with the other computer, assuming they are Bluetooth. If the are the type that use their own wireless dongles that are plugged into the dock, then they will work with whatever machine you attach to the dock.