You don't have to, the question was optional on the generation. For HD footage, PD allows the generation of shadow files, or so called proxy files. They are a lower resolution image of the HD source footage to enhance timeline playback. If one needs them or not depends on the real quality specifics of the source video, the computer capability, the amount of timeline video enhance one wants to apply and playback quality.
You can always turn them on or off in pref to fit your needs.
When one is using shadow files it's generally best to let them fully generate, green film strip icon in the corner of clip in media library vs orange, prior to doing any significant editing.
Using shadow files does not affect end produce quality.
Jeff
This message was edited 1 time. Last update was at Dec 24. 2016 20:50