On one hand: With no attic space, and no heating, the inside and outside temps would remain (ABOUT) equal, so I would say you can skip the venting.
On the other hand: It depends on what you're doing with the shop. If you will have alot of moisture, it may not hurt to let it out, but roof venting isn't the only way to accomplish this either.
Your question was are you REQUIRED to vent it, and you are not.