No, the king can be anywhere on the board to be checkmated as long as it is put in check and has no legal move to get out of check. The king on the back line is subject to a very well known checkmate called the back rank mate. This commonly occurs after a king has castled and is behind the three protecting pawns and the other player moves a rook or queen to that back rank. The three pawns become a death trap for the king even though they are there to protect the king from a frontal assault. You should be aware of this tactic so you can both use it to win and defend against it so you don't lose.
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