Not unless the program prompts you to because the goal of e-filing is to eliminate as much paperwork as possible.
There are a handful of situations where you might have to mail something after e-filing, for example if your return contains Form 8453.
If yours is one of them, the program will let you know. Otherwise, don't worry about it.
It is recommended that you print your return for your records after your e-filed return has been accepted.
