Yes, you should always do a warm-up before working out.
For a warm-up, please refer to the 4 Minute Workout PDF page 6.
Bodyweight Warm-up Circuit
Go through the circuit twice and do each exercise at a 2-0-1-0 tempo.
1. Prisoner Squat – 10 reps
2. Mountain Climber – 6 reps per side
3. Prisoner Reverse Lunge – 6 reps per side
4. Pushup – 5 reps
If you would like a follow-along video, you can use this warm-up: