Yes it's best to allow the fish to come to room temperature for at least 15 minutes before you put the fish in the fryer.
If you do put fish in the fryer when it's frozen or still really cold then the fish will cook unevenly.
That means that if you cook frozen or really cold fish right away in the fryer then the outside of the fish may be hot and be cooked while the inside of the fish may still be really cold or frozen and not be cooked.
So allow the frozen or really cold fish to sit out at room temperature for at least 15 to 20 minutes and then place the fish into the fryer and cook it until it's done.
Frying fish takes between 8 minutes to 20 minutes depending on how big the fish is you're cooking and how well done you like the fish to be cooked.