No. Stryd is designed to work uncalibrated out of the box. You will get accurate pace and distance measurements without calibration.
You may notice that the speed displayed on Zwift (taken from Stryd) is different than the speed on your treadmill display. This is completely normal and expected. The speed display on the treadmill is telling you the speed of the treadmill belt, rather than your speed as a runner. Please read our article Mysterious Treadmill Pace? for why these two values are different.
Once again, it is not recommended to calibrate Stryd on Zwift.
If you would like to perform a calibration, click the wrench icon on the Zwift app prior to starting a run, and follow the on-screen instructions.