In a word..No. It is not necessary to use a connection manager to get online. Once you have installed the connection software and activated the modem it is no longer needed unless you want to use applications that came with it. If you are using a EVDO router, you do not use the connection software. They are never used at the same time.
The only time you would use the connection manager with a router is if you used ICS (Internet Connection Sharing) with a regular non-EVDO router.
Windows (or Mac) treats your EVDO card just like a old fashion dial-up modem. In fact, it is even listed under Dial-up in your Network Connections dialog box:
You just double-click on your Mobile Broadband icon to get online. To access the above screen, right-click the network icon in the system tray, and choose Open Network Connections or click Start---> Connect to and select your modem.
To simplify this in the future create a shortcut on the desktop. Highlight the icon and drag it to the desktop:
Now you can just double-click it and you are online. Using this method can sometimes avoid the pitfalls of a new Connection Manager that does not function properly or creates performance issues.