Hi,
Short answer is no, you don´t.

The slightly longer answer is that PBP is command line driven and it includes the correct file automatically (at compile time) based on what is passed to it thru the -p parameter. If you were to compile your program from the command line you'd do something like PBPX -p18F4520 myProgram.pbp. However, if you´re using an IDE such as MicroCodeStudio it handles that for you based on what device you select in the dropdown.

/Henrik.