No it is not required
As has been already mentioned by several, you do not need to have watched any other zombie movies to understand the plot of Shaun of the Dead. It is a stand alone movie with its own plot that is completely contained within itself.
Yes it will add some understanding of certain jokes and references
While it is not necessary to have seen other zombie movies to enjoy Shaun of the Dead, it is after all a parody of the zombie film genre and does include a number of jokes and references to classic zombie movies such as Night of the Living Dead, Dawn of the Dead, and others.
I personally saw Shaun of the Dead before I had really seen many other zombie movies and over the years I have become a big fan of them and watched several classics repeatedly. After having rewatched Shaun of the Dead most recently in October 2016, there were quite a few jokes and references that I hadn't understood, or had missed previously and it was fun to catch those references.