Depends. Separate the issues:

Zorro: The plug-in allows Zorro to have more than 1 session on the given PC.

FXCM: FXCM's default is to allow only 1 API session to a Real account. If your multiple sessions are to different FXCM accounts, no paperwork needed.

But if you plan to have multiple simultaneous Zorro sessions to the same Real account, you'll need the paperwork.

HTH.