Not necessarily. The Multi-Screen Module is an add-on feature that utilizes multiple screens, but you may simply have multiple screens because of siteline issues in your room.
The Multi-Screen Module is NOT needed if you are just going to be using several displays that will all be showing the same thing. In this case, you would just need a display distribution amplifier than can split your video signal to each display. The Multi-Screen Module is used for creating double-wide or triple-wide projector setups using two or three screens that are typically placed close to each other on stage. The module provides additional control over each screen such as stretching backgrounds or not showing lyrics on a certain screen. The module does not give you the ability to show multiple presentations at the same time. However, you can manipulate ProPresenter's layers and use Multi-Screen Cues and Alternate Templates as you get more familiar with the program and the module to extend the functionality of this module.
Here is the link to the Multi-Screen Module product page, where you can read more about its functionality. The Multi-Screen Module is $199 and can be purchased by going to http://www.renewedvision.com/store.php?item=msm. There are several models of DualHead2Go and TripleHead2Go units. To determine the correct version for your computer, please use the Mac Compatibility Wizard or the Windows Compatibility Wizard.
It is important that you order the correct device because not all units are compatibility with every computer. If you receive the wrong device and open it, the unit cannot be returned.