In most cases, no.
Typically, the radio, television, cable station, venue, or platform that will be broadcasting (performing) the work is responsible for this.
You may be needed to obtain a Performance License if your venue does not have a Performance Agreement with SACEM, ASCAP, BMI, or SESAC, or another applicable performance rights society.
Verify with the venue to check if a PRO agreement is currently in place. If you host the video on your own website, you may be responsible for any PRO fees that apply.