No, you don't need to show the receipts, but keep them in case you need to prove the expenses in the future.
These expenses go on Schedule A Itemized Deductions where they are subject to the 2%-of-adjusted-gross-income limit. If you have enough expenses, and typically itemize your deductions, it may benefit you.
You may be able to deduct some of your job search costs if you look for a job in the same line of work. Please see the link below for what you can deduct.
Where do I enter job-related expenses?