Entirely up to you, can make the poop disposal easier, or if you're using a fleece liner it will help baby feel dry and protect the nappy from staining. Personally I probably would use something but it's not essential.
Btw with fleece lined nappies, never add a fleece liner to it, as you'll end up waterproofing your nappy from the inside, which is not a good plan. If you think about it, fleece wraps are usually 2 layers of fleece. It's ok to use a paper liner with a fleece lined nappy tho.