The quick answer is Yes, you do.
Often referred to as a vapour barrier, vapour control layer (VCL), or a separating membrane. This must be placed   on top of your insulation, before clipping your UFH pipes down.
There are several reasons for this:

As it suggests, it is to control the moisture from within the subfloor, essentially stopping any moisture from   being brought to the surface.
 

 Prevent any potential reaction between the screed and the PIR foil faced insulation, which can in turn damage   your screed.
 

 Help to prevent the insulation from being degraded by the wet screed.
Prevent liquid screed from migrating under the insulation and floating it, which can be extremely costly.
 
Another very common question is "Should I put the VCL under or over the pipes?" I see this installed incorrectly   every week on social media.
 
It must go below the pipes for the above mentioned reasons.

Also, if you put the VCL over the pipes, the screed will not fill all of the voids around and under the pipes.  This   will induce cracking in the screed and cause problems.
Having the VCL on top of the pipes will also cause the floor to sweat. Again causing problems.
Having the VCL below the pipes stops the heat from the pipes being in direct contact with the cold from the   subfloor.
 
Here is a link for a full rundown for the correct procedure of floor preparation:   www.superflowscreeds.co.uk/preparation-guide