The "Pinky Ring" actually has a reason for existance. It used to be that Trumpet's did not have one. It was added for Band leaders in circus's, and band shows where a trumpet player was leading had to conduct or use the hand with there horn in it, but they could not because they couldn't hold the horn. So they added the "Pinky Ring" so they could cue other players and hold the horn. Its actually a pretty cool story.

Now to answer your question. I use my pinky ring, but if you dont use it its ok. I would say that the ring is used more with jazz players, and not so much with classical, because of the original origins and teachers. I'm sure that alot of Classical teachers will not want you to use the ring, while jazz teachers wouldn't really mind.

The way I see it, Play the way that is most comfterable to you, and the way that you can ge tthe most flexibility in all three of your fingers.