If you are talking about the lines from the pump to the reed cages, you don't need to.
If you are talking about the line from oil pump to the oil tank, yes you need to bleed it.
There is a 10 mm headed bolt in the middle of the pump where the brass nozzles hook to the lines on the pump. take that bolt off and let it run for about 5 seconds and put it bak in and snug it up.
Make note that you don't lose the fiber washer under the bolt
Another thing to try is to let the machine idle (with premix in the tank) hook the pump arm and hold it wide open (engine still at idle), this will bleed the system much faster, you will know by the smoke when the system is primed