Depends. If you are using DHCP to assign the IP addresses, they need to be plugged in when you bootup. So, in that case, yes, you'd have to shutdown (or at least restart, then plug it in real quick).
Once up and DHCP loaded, though, you can plug and unplug all you want.
If you're manually assigning IP addresses, feel free to ignore the above.
Russ, NCNE