Yes, you can remove boot media when you have selected appropriate boot menu.
Where is the doc
On Clonezilla web site, navigate to Live Docs (this is found in the page sidebar). Then, you will find another link to step-by-step examples. Navigate to "The boot menu of Clonezilla live" in any section of the page (apparently this title has duplicate links with similar images).
For convenience, I have typed the boot menu as text and quoted relevant text also.
+------------------------------------------------------------+
| clonezilla.org, clonezilla.nchc.org.tw |
+------------------------------------------------------------+
| Clonezilla live (Default settings, VGA 1024x768) |
| Other modes of Clonezilla live > |
| Clonezilla live with speech synthesis |
| Local operating system in harddrive (if available) |
| Memtest & FreeDOS > |
| Network boot via iPXE |
+------------------------------------------------------------+
The first one is the default mode for Clonezilla Live. It will default to framebuffer mode with a resolution of 800x600.
There are more modes which you can choose in the 2nd choice "Other modes of Clonezilla live", e.g. 1024X768 or 640x480 one if you want, as shown here:
+------------------------------------------------------------+
| |
+------------------------------------------------------------+
| Clonezilla live (Default settings, VGA 1024x768) |
| Clonezilla live (Default settings, VGA 640x480) |
| Clonezilla live (Default settings, KMS) |
| Clonezilla live (To RAM, Boot media can be removed later) |
| Clonezilla live (Safe graphic settings, vga=normal) |
| Clonezilla live (Failsafe mode) |
+------------------------------------------------------------+
The choice, "Clonezilla live (To RAM. Boot media can be removed later)", is the same function with the 1st one except when Clonezilla live booting finishes, all the necessary files are copied to memory. Therefore you can remove the boot media (CD or USB flash drive) then.
By default or not
For any Linux distribution, Live USB usually will not boot to RAM by default (unless such option is used in boot parameter). As for Clonezilla, the Live Docs has explained that there is a choice available for booting to RAM, which is not same as default choice.
Beyond the boot menu, Clonezilla will copy all files to the memory and will probably tell the user when the boot media can be removed (unexplained in the docs).
Boot to RAM summary
Boot Clonezilla on Live USB and select "Other modes of Clonezilla live", then select "Clonezilla live (To RAM. Boot media can be removed later)". Do not remove boot media until Clonezilla tell so.