No. Just turn it on, set to self-clean and walk away. 

The self-cleaning feature uses high heat to basically burn the spills to ashes.  Burning off all the carbon, you will have some ash when it is done.  When the oven is self-cleaning, you don't want to open the oven.  With mine, the oven door locks and you can't open it.  When it is done, and the oven cools, you can open the oven door. Then take a sponge or rag and wipe the ashes from the oven.