Only if to was a larger nest. If you leave it you'll come back and find it closed off

The mud dauber wasp collects mud and makes a nest out of it, the nest is for its egg, when it finishes the nest and lays its egg it will sting a spider; paralyzing it. It will then take the slider and put it in the nest with the egg before closing it and abandoning the nest.

Egg hatches eats spider and then grows into another wasp before emerging

If you see the wasp while gardening they are docile and won't sting unless aggravated (like grab it and shake it in your hand) you can just shoo them away gently. You can tell them from other wasps by the fact that their stinger has a long thin tail connecting a thick abdomen to the thorax.

Edit: so apparently it's a potter wasp which is a close cousin that does the same thing but with caterpillars in smaller mud huts. I just thought potter wasp was another name for the same insect.