PCOS by themselves are not harmful, but for the symptoms (pain, cysts etc). You may want to see a gyn for a initial checkup and see if medication can help
It isn't harmful per say but depending on the kind of cyst it could burst, could cause an ovarian torsion etc. Many women have cysts and very large sizes. Depending on the type of cyst you have it might have to be removed surgically.
Do you see a gynecologist about your PCOS? Are you on any form of medication?