This depends on whether you are slowing down or coming to a complete stop. If you are not coming to a complete stop but just slowing down a little bit, you do not need to press in the clutch. Try downshifting instead. If you are coming to a complete stop, you will need to press in the clutch to prevent your car from stalling.
You can also shift into neutral, which basically accomplishes the same thing as if you had the clutch pressed in. But even shifting into neutral with the stick shift will require you to use the clutch pedal. This will allow you to stop your car without stalling, and you won’t have to keep the clutch in while stopped.