No, but many do. Transitioning, or gender affirmation, is a complex process, one that begins not with medical procedures but with expressing one's identity, to themselves and to others with whom they feel safe. Reaching out to transgender community groups, or meeting with a mental health professional who provides affirmative care for transgender people are often among the first steps in the process.
Different individuals follow different paths to gender affirmation: Some may change their name or pronouns, and/or change their clothing or appearance in nonmedical ways, while others will seek hormone therapy treatments and surgical procedures, often at significant expense, that modify their body to conform with their gender identity.