No, you do not need to pre-drill any of the panels when assembling your product.
When attaching two panels together via the instructions, one panel will have a pilot hole to help guide and hold the screw. Using an electric screwdriver you can then screw the screw into the corresponding piece.
The corresponding piece does not have any pre-drilled holes because of the risk of misalignment, because our products are made by hand we cannot guarantee that the holes will match 100% of the time.
Pre-drilled holes are commonly a smaller diameter then the screw it takes, and has to be perfectly placed in order for it to line up with the pilot hole.
Apart from the chance of just the smallest misalignment making the Pre-Drilled hole ineffective, they don't offer any help in how the panels go together as their holes are too small to see.