As a generality, yes. The server has an Internet connection and is connected to your home network, so the recommendation is that you do protect it. Some people who never ever allow unknown computers to connect to their network, or make use of the Remote Access facilities feel that it isn't necessary. If you do install an anti-virus, then check the other threads on suitable products as whichever product you prefer, should recognise the WHS file system, (only a few products as of yet, are marketed as suitable).
HTH,
Colin
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