Yes, you should always clean all bottles, teats and other feeding equipment in hot soapy water using a bottle brush and rinse thoroughly in cold running water to ensure that all milk residue is removed before putting them in the steriliser. Not cleaning your bottles correctly will mean that the bottles won't be sterilised properly and may make your baby ill.
You can see the current NHS guidelines at https://www.nhs.uk/conditions/baby/breastfeeding-and-bottle-feeding/bottle-feeding/sterilising-baby-bottles/
