Most spark plugs today already have the gap set correctly on them from the factory so all you need to do is install the spark plug.
But I always check the gap with a spark plug gap tool that I have on my keychain you can get them at Autozone or other parts stores really cheap.
I have found a couple that the gap wasn't set correctly and had to set the gap but it wasn't a big deal.
I do recommend to always check the gap on the spark plugs just to be sure that the gap is not off otherwise your engine performance will suffer and you'll wind up getting poor gas mileage.
The spark plug gap is important and needs to be correct so your engine can run correctly.