No, you don't have to. You can sprinkle in the yeast as is.
If you would like to rehydrate anyway, please see full rehydration instructions in our information booklet which you can download using the link at the top of this article.
Brewers need to make sure rehydrated yeast is within 5°C (41°F) of your wort temp to avoid subjecting the yeast to temperature shock.
There has been some discussion out there that rehydrating the yeast increases viability of the yeast, but also increases the risk of infection.
So it would need to be decided by you as the brewer as to how you would like to proceed.