Yes, in order to stain F-actin with any fluorescent phalloidin conjugate you must first deparaffinize (remove paraffin) your paraffin-embedded tissue sections. To deparaffinize your tissue section:
Warm slides to 57 °C for 5 minutes.
Immerse sections in 2 changes of xylenes, 5 minutes each.
Immerse sections in 100%, 95%, and then 70% ethanol, 5 minutes each.
Wash 2 times in 1X PBS, 5 minutes each.
Proceed to F-actin labeling procedure.