No, you do not need to adjust the lights in any way. Years ago, before people used compressors or shop vacs to blow the water out of the pipes, they had to lower the water in the pool down past the returns. Then they would remove the lights and drop them to the bottom of the pool because if the pool water froze, it might expand and actually crack the lights. More recently, since you can use the compressor to blow out the pipes, you can keep the water level in the pool higher up.