It depends on the screws you are using. If you are using specialist drywall screws, they are threaded all the way to the head and have a straight body. These do not require the drilling of pilot holes.
Other screws are cone-shaped and fatter at the head-end than the tip. Also, the threads don’t run along the entirety of the shaft. If you are using this type of screw, it would be a good idea to drill pilot holes.
If you are holding the drywall in place before marking out where the screws will go, you could use nails to fix the drywall temporarily. These could then become your pilot holes when the nails are removed.