Now, my car is a MK1a and the MK1b could be different. And non UK cars probably are different. But I believe...
The fuel pump is under the control of the ECU. The ECU only runs the fuel pump if either the engine is running, or the engine is cranking.
Of course this means that if the car has been standing and the fuel rail pressure has dropped it'll take a moment longer to start because there is no fuel at the injectors. I'm pretty sure the MK1a doesn't spin the fuel pump up for a moment on the IGN position of the key. (I'd need to check to be sure.) It's possible the MK1b does.
Either way, fuel should just come back to the tank via the pressure regulator so that shouldn't be a problem.
What might be a problem is that the pump should stop when the engine isn't running. That's so that if you crash the car (more than likely stalling it in the process) the fuel pump shuts down.
I'd need to do some diagram hunting and play with the car to be certain of this though.
James