No you do not. You can update your address on the DMV website and then write your new address on the back of your ID. If you want a new license with the updated address then you would need to go in.
I do believe that you do as it will not get updated unless you do so. However just so you know it doesn't mean you have to go to this one, you can go to any dmv in the state to do it. If you have a cdl license you will need to bring in some recent mail to prove you live where you are stating.
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