No, but if you used any of the default resources that came with the game-- sounds, tilesets, music, animations, anything, then you'll either need to export those resources into the folder for the game (making it quite large), or the player will need to also download the RunTime Package, or RTP, for the game in question. Which isn't a big deal, and they'll only need it once no matter how many RMXP games that they have.
If all of your resources (including even the most basic sounds) are your own work, of course, that isn't a problem.