No, it is not necessary, but will ultimately enhance your understanding and experience
In order of importance, story-wise, I would say the short films are ranked as follows:
Blade Runner: Black Out 2022
2036: Nexus Dawn
2048: Nowhere to Run
Incidentally, this is also my recommended order of watching, as it is chronological and will therefore make most sense – 2036 actually references events from 2022 which, unlike in 2049, isn't explained as exposition. The release-date order would be 2036, 2048 and 2022 (2., 3. and 1.)
The Black Out is a very significant event that took place right after the original Blade Runner story ends, chronologically, in 2019.
It caused the prohibition of replicants and subsequently the downfall of the Tyrell corporation, as well as it "freed" all the replicants with natural lifespans because they were now practically untraceable (the database with the registry of all replicants was destroyed).
This event is referenced a few times and is key to understanding some of the plot points in Blade Runner 2049, but is actually briefly summarised and explained to the main character in the movie as exposition by Luv, so it's not necessary to watch the short film Blade Runner Black Out 2022, even if it is a much better way to experience and learn about the event.
2036: Nexus Dawn is a very brief scene which basically introduces the Wallace corporation as the successor to Tyrell, basically re-introducing replicants to society after the prohibition. Interesting to watch as Jared Leto is in it, you get a bit of insight into his character and the new replicants and how people feel about them, but not necessary. Everything you learn here is basically introduced to you in Blade Runner 2049 in the opening card of the movie, which is a wall of text that summarises Blade Runner and the subsequent events that happened between 2019 and 2049.
Nowhere to Run is the least important, and only serves to introduce a character that is in Blade Runner 2049. In the short, you learn to sympathise with this character, and then find out he is a replicant, and you see the people's reaction to this. You find out he is a replicant in the first 5 minutes of Blade Runner 2049, so it's not necessary, and only serves as interesting backstory into his character.