Yes and No... It all depends on the required precision.

Yes - If you want to take measurements for a professional use it is essential to calibrate your camera. You should be aware that the procedure only takes about twenty minutes, is fully automated and only has to be performed once for each camera that you have.
Note : Any projects that you have created without camera calibration will be automatically updated if you calibrate the camera at a later time. You just have to rerun 3D calculations and retake measurements.

No - If you just want to test and understand how Pixdim works, in this case it's not necessary to calibrate your camera. Pixdim uses the default standard values stored in the 'EXIF'* data. However, it must be stressed that maximum measurement precision can only be obtained after camera calibration. Precision with EXIF data depends on the quality of this data and is highly variable depending on the constructor (between 1% and 6%).

EXIF: Exchangeable image spins format. (2006, September 20). Wikipédia, the free encyclopaedia. http://en.wikipedia.org/wiki/EXIF.