If I don't attach the walls between floors and etc., what happens? For example, if the walls between each floor looks like they are attached, will it affect my heating and cooling loads analysis by much?
The accuracy of the geometry of your building model is important when you want to use Revit for different simulations and analysis. So attaching walls to floors is not always necessary but helps you with your modelling procedure.
By attaching a wall to another element, you can avoid having to manually edit the wall’s profile when your design changes. You find some more information in the help menu of your Revit product as well -such as: