No, just plant them and water them in well.
You should do this asap, autos need plenty of root room to grow their largest before flowering commences around weeks 3-5. Also, you can plant them quite deep, up to the level of the cotyledons, this will support your plants a bit better and in time, roots will grow from the buried portion of stem.
Using a layer of straw can help keep the soil warm at night, lucerne/alfalfa is best as it does not rob nitrogen from the soil as it breaks down. Hemp fibres, pea straw or hay will all rob the soil of nitrogen as it breaks down, so placing a layer of aged animal manure (cow poo is good) or a few handfuls of pelletised chicken manure underneath the hay/straw/hemp fibres will help offset the nitrogen loss. Make sure the hay/straw etc does not contact the main stems of your plants, this will help prevent any issues with mould or fungus. Also, don't be alarmed by all the insects that will live in the mulch layer, they are helping to break the mulch down into a form that your plants can use. Watering your plants with a seaweed tonic before transplanting them and then watering them in with some seaweed tonic also, will help prevent any transplant shock, but is not essential.
Hope this helps,........... Organoman.