I strongly recommend it, yes. This game is the last in the series, and you won't be able to appreciate or even understand a lot of the concepts and nuances if you haven't played the other games first.
Unlike normal walkthroughs, in Nice Game Hints you can select just the puzzle you want hints for. Here are listed the puzzles for "Do I need to play the games in order?" in The Blackwell Epiphany. The guide you choose only contains information about that puzzle, reducing possible spoilers for other puzzles.