Smart answer: only if they are dirty!
Generally no as the flux built into the solder will take care of finger print oil and general contaminants, but there are two exceptions. NOS parts like capacitors or resistors that have sat around and have oxidized leads (think russian caps), in those situations i find it best to scrape the leads with a knife to expose some shiny clean metal before soldering. Surface mount components, although not strictly necessary i always lay some flux onto the board first as it helps the solder flow to where it needs to go. Neither of those scenarios should come up building a Bottlehead kit, so no is the short answer.
