I don't think you should, unless you feel the need to, or a situation actually leads you to either tell them or lie. They're not necessarily close life partners, so I think telling them unnecessarily would but bring unneeded awkwardness, maybe.
Well, if they look like they're gonna be very supportive, you could always tell them, I guess since it's always nice to feel less alone in a situation, though. But in the end, it all comes to how you feel about it.