No you don't. The only cables that must be connected are the signal cables and mains power cables.
The USB cable, GLM™ Network Interface, and the network cables only needs to be connected if the monitoring system is being run in Network Control mode with the GLM™. The Genelec Calibration Microphone only needs to be connected when GLM™ AutoCal is being run.
You can read more about using SAM™ system used in Stand Alone mode from the GLM manual.