You must pick up your boarding pass and have it stamped by a train conductor. If you can manage to do that without taking it, then I guess but the practical way is to take the train.

When you arrive at AMS the check-in person will have to call someone and verify that you have the stamped ticket with you before she can check you in.

On the way back you can skip the train with no issue. I still recommend picking up the ticket though, as it will count for miles and segments that way.