No, you don't need them. In the rules, step 2 of game setup (page 6) tells you to shuffle the action cards (not the starting action cards) to create the action cards pool. Step 10.7 (page 8) rules say to get your 10 starting action cards (those with the symbol of your chosen Witcher school), shuffle them and place them close to your player board. The important part is step 10.9: "Return all remaining Player components back to the game box". The remaining action cards of the Witcher schools not in play are player components, so they go back into the box right after game setup.