Hello RJ,
The easy answer to your question is, No, you do not need to use cheese cloth with this mold/form.
It basically comes down to how important it is to you of keeping the shape. Since Chevre is normally more of a wet cheese, adding cheese cloth to the form will help pull away some additional moisture; as well as when it comes time to remove your cheese from the mold it will be easier to get it out keeping the 'Chevre Mold Shape' in tact.
Hope this helps,
GetCulture Staff