Yes you do, in order to prevent algae from growing. When the water temp gets colder, the chlorine usage should drop considerably if the pool is covered or if the sun is not hitting the pool for as long. While colder temperatures slow down algae growth rates, they also slow down chlorine kill rates so you still need to maintain roughly the same chlorine level if you want to ensure there is no algae growth (technically it might be less, but it's easier and safer just to keep it the same).
