Welcome to the forum! No, it won't hurt your engine - the manufacturer put it there to be used. It's not harmful, but helpful slowing down your RV. I have mine "activated" much of the time, so that it automatically engages when I remove my foot from the throttle, slowing me down that much faster.
We live in the Colorado mountains, so being able to slow down is pretty important when going down those mountain passes, as well as when driving in the city (assuming your exhaust brake is pretty well muffled).
And, welcome! You'll get some great advice and meet wonderful people here...
Joe and Debbie, Emma the Aussie Cattle Dog who adopted us
2012 Discovery 36J, Blue Ox and Air Force One, 2010 GMC Acadia Toad
USAF (Ret) WDØM http://wd0m.com