not at all. you could but that is a personal choice for you to make, as to needing to, nope.
before you remove the old GPU use DDU (Display Driver Uninstaller - google it) and remove all the drivers for your current card. shut down the system and swap the cards out after following grounding protocols more below. seat and secure the card, insert the power cables into the card, close the system and boot into windows to install the drivers for the new GPU.
Canned Grounding Rant-
shut down system and remove side panel. with the power cable plugged into the PSU touch a bare unpainted metal area of the case. (my favorite spot is an unpainted screw securing the PSU) once you have grounded yourself you can unplug the computers power cable from the PSU and can touch the system.
if you move your feet, or shuffle in your chair, plug in the cord, reground yourself and unplug again.
end canned rant-