It's a condition in the booking you take these documents with you but experiences can vary but always best to take them, well I certainly do.

5.5. Your flight e-ticket and land vouchers are important documents serving as confirmation of payment and as an exchange document. You must take these vouchers with you and exchange them for the services you have booked through us. Without them you will not be able to prove that you have booked and paid for the relevant product/service and the product/service will not be provided by the supplier or you may be charged locally by the supplier.