Only if you are replacing the drive that has Windows installed on it. If you are simply adding it to a system then no, you just have to initialize the new SSD and then can use it for storage.
However even if you are replacing the boot/OS drive you can simply clone the boot/OS drive to the new SSD using software.
https://www.macrium.com/reflectfree is a good software. The easiest way to clone a drive is to buy a cable like this
https://www.amazon.com/StarTech-com-SATA-USB-Cable-USB3S2SAT3CB/dp/B00HJZJI84/ , plug the SSD into the SATA end, the USB into the computer and then follow the cloning instructions. After that you can swap the drives.