Yes and NO, there is nothing to download or do, but there are tests you should run on your PC to ensure the RAM is stable. RAM is a hardware level part that's taken care of by the BIOS, so it wouldn't be a bad idea to reset the BIOS, but this is not required.
It wouldn't be a bad idea to test the RAM for stability with programs like Prime95 Blend, Aida64, and Windows memory diagnostic tool. Memtest86 used to be the go-to test for checking RAM but Passmark bought the rights to Memtest and now they charge money for the version that will test for more than 1 round. Memory/RAM tests need to run for several to 24 hours.
Prime95 will also put a heavy load on the CPU as well, which will require a functioning CPU cooler. If the CPU does get too hot, make sure to turn off the AVX2, and AVX tests.