First to answer your question. No you don’t need to call lock on a unique_lock. See below:
The unique_lock is only a lock class with more features. In most cases the lock_guard will do what you want and will be sufficient.
The unique_lock has more features to offer to you. E.g a timed wait if you need a timeout or if you want to defer your lock to a later point than the construction of the object. So it highly depends on what you want to do.
BTW: The following code snippets do the same thing.
boost::mutex mutex;
boost::lock_guard<boost::mutex> lock(mutex);
boost::mutex mutex;
boost::unique_lock<boost::mutex> lock(mutex);
The first one can be used to synchronize access to data, but if you want to use condition variables you need to go for the second one.