It is unlikely, but if you don't do this then your router may reassign the computer's IP address while you are using the server which will interfere with your connection to it.

4.4.2 Others can't connect to the server.3.2.3 Setting up dedicated server with configuration file.3.2.2 First launch of your dedicated server.3.2.1 Setting up a 'Host & Play' server.2.3 Configuration file and save game data location.2.2.3 Setting up dedicated server with configuration file.2.2.2 First launch of your dedicated server.2.2.1 Setting up a 'Host & Play' server.1.1 Opening a port accessible through your public IP:.