If you only received one W-2 throughout the year and that was your only income, you are not required to file a tax return because you didn't exceed the required filing threshold. However, if you have a combination of income or W-2's that exceed the filling requirement for the year, then yes, you will need to include all sources of income, even if it was a small amount. See the link below for more information and for a chart of filling threshold.
How Much Do You Have to Make to File Taxes?