No, you do not need to grease the silicone mold before pouring the hot sugar in.
And do not freeze the mold before using.
Extreme temperature changes can cause structural stresses in hot sugar. The surface that touches the mold first may harden quickly, but it will probably crack or shatter as you pour more hot sugar in.
Also, silicone works as an insulator, so expect your mold to take a long time before hardening.