No, you don’t. You should have at least studied the Highway Code (available from us for £2.50) but you don’t need to pass the Theory Test.
You are welcome to get it done before you start if you like but there is no need to. However, if you are wanting to pass your Practical Test within a short space of time then it might be a good idea to get your Theory Test out of the way sooner rather than later. We usually have pre-booked Theory Tests available for you or you can book your own at gov.uk.