In general, no. However, we would strongly recommend that you install, at a minimum, the base source kit, which includes several of the files mentioned here, and the sys (kernel) source kit, which includes sources for the kernel. There is nothing in the system which requires the presence of the sources to operate, however, except for the kernel-configuration program config(8). With the exception of the kernel sources, our build structure is set up so that you can read-only mount the sources from elsewhere via NFS and still be able to make new binaries. (Because of the kernel-source restriction, we recommend that you not mount this on /usr/src directly, but rather in some other location with appropriate symbolic links to duplicate the top-level structure of the source tree.)
Having the sources on-line and knowing how to build a system with them will make it much easier for you to upgrade to future releases of FreeBSD.
To actually select a subset of the sources, use the Custom menu item when you are in the Distributions menu of the system installation tool.