Nope, not needed.
They'll sell you a box that contains an activation code. It'll have instructions for you to visit a website, where you'll enter that activation code plus your MBP's serial number. That's about it.
Make sure your MBP is less than a year old. The website won't let you activate your AppleCare if your MBP is older than a year.
If you're in college, work for a educational institute, gov't/military, or your business normally gets an Apple discount, be sure to mention it when you buy your AppleCare -- they should be able to discount the price for you. The store near me will even give you the discount if you bring a friend that qualifies, but that policy may vary by location.