No. You do not have to setup a user in every individual website that Traffic Geyser submits to but it is recommended to get the best results. Under TOOLS >> Login Preferences, you will see every site that requires a username and password.
You will need to visit each site and sign-up with a username and password, then enter that information into the proper Login Preference Fields. This can take several hours to complete. You can use a piece of software called Roboform to make this task easier and more efficient. There are certainly others out there that you can also try.
The other option we recommend for saving time, is purchasing a pre-configured profile. You can find the link to order this under your Traffic Geyser Login Preference screen.