No, you should not caulk roof flashing. Caulking is for filling gaps and cracks, and roof flashing should never have any gaps or cracks. The only time to use caulking in conjunction with roof flashing is if the flashing is made of a material incompatible with the roofing material, such as lead flashing on a slate roof. In this case, you can use a thin bead of silicone caulk to create a seal between the two materials.