^ No. You only do that if you want the bbcoding to actually show on the post. Like when someone asks, 'What's the bbcoding for bold?" and you want to show them, you'd but "" so that they'd be able to see the actual coding.
So it'll look like this: [b]Text...[/b]
Rather than like this: Text...
^If you quote this post, you might be able to see the difference better.