No, this is not necessary. Products of A4 sizes and smaller will fit in your mailbox and will be shipped as letterpost with PostNL. You do not have to be home for this.
Bigger parcels will be shipped with the Package Post of PostNL or UPS. You do need to be home to collect these.
If you are not home, the carrier will try to deliver your parcel at your neighbors if possible. You should at least receive a letter in your mailbox to inform you if the parcel was delivered to your neighbors or if the carrier will come back the next day to try again. On the Track & Trace page of your parcel you can also make a new delivery appointment, that way you can be absolutely sure that you will be home to collect the parcel.