No. Just put it in the addon folder, and pbo it up. call it:
[] exec "\AddonName\scriptname.sqs"
of course, it's good practice to give scripts their own subdirectory.
So in the mine pack we have:
[] exec "\CoCMines\scripts\InitMines.sqs"
to start it with an object's initialization, you put in the config.cpp:
class EventHandlers
{
init = "_this exec {\AddOnName\scriptname.sqs}";
};
Note that this will only work on the machine the object is local to. If you want all MP machines to run a script, you need to put a call in the init.sqs file.