I'm working on a website, recently we decided to create thousands of landing pages to target different cities, using different keywords and feed them to google ... Our website's google rank is quite good ! question is, should we have these landing pages in our website's structure or have them separate not directly linked to the website ? if we do that is it going to damage our reputation?
That's ok to do although you probably will run into issues with duplicate content. Pages like what you're describing tend to have the same content with the exception of city/location names. There just isn't enough different content on the pages to have them be considered original content.
I would also place them on your website as having thousands of mini-sites linked to your main site sounds like something that may be considered a linking scheme. That's a big no-no and you run the risk of penalties or being banned.
If the landing pages provide different content to each city then I think you should keep them within your sites structure and use internal links between them all.
If you have literally just called pages city_x.html and city_y.html then I am sure Google will catch on and catch up with you soon enough, I would say pull them off altogether before you are punished for it.