Usually not unless the system was designed like that. I wouldn't go adding on unless you knew the system was designed to accept 2 filters.

if you hae one return and the filter is there thats good , just make sure no leake. If you have other area's in house were there are return vents but bno filter then you would need a filter. all air comming into the air handler on the return side needs an air filter.

Ok good, very helpful. thanks