Yes. You have to use the pitcher the way the MLB team uses them. This is clearly written on the lineup page:
All pitchers can be placed in either SP or RP, regardless of eligibility. To get credit for a pitcher’s performance, you must play him in the same role as his major league team uses him. Pitchers who start in real life must be put into SP roles, and pitchers who come out of the pen must be put into RP roles.
Also see this thread: