If you do it when it's new, then you will most likely eliminate headaches/issues later. Once you start having problems, then one of the very first troubleshooting things is "eliminate air leaks". So, Yes... do it now. I use Permatex Ultra Copper.
yes FOR SURE always inspect a new engine inside and out and seal as it only takes a slight leak to throw tuning all out of wack and shoot temps through the roof!!!!!