If the paint has thoroughly dried, I wouldn't think you'd need to...the place to use some sort of wax would be in the jambs or edges of the sash to assist in easy movement.

Some paraffin rubbed on edges that are painted and tuch painted surfaces can prevent sticking.

Latex paint (even fully cured) is notorious for sticking to itself (often referred to as 'blocking').

Especially if it gets damp (high humidity, rain, condensation).

100% acrylic paint is better.

Thanks for the responses. I am using 100% acrylic Ben Moore Soft-Glo on the outside, and Urethane Acrylic Cabinet Coat on the inside. A window I had completed a couple months ago just about gave me a hernia trying to open it, and I don't want to go through that again.