My opinion, In a nutshell no.
Diesel supplement doesn't call for the truck to be plugged in till 0 degree F. Can you plug it in before that, sure.
If you are buying diesel in your area it should be treated for your region already. As
@Piper One stated earlier if you happen to be traveling to a warmer region and buy fuel and bring that back to your colder region you may want to treat it to prevent fuel from gelling. If you only have your factory fuel tank I doubt it will matter, you'll be re-fueling in your region.
If your in an area that gets very/extremely cold it would be better on the engine to run 5w-40 for those colder months.. Below is from the Diesel supplement manual.
On a safety note, if you do ever find yourself in a position where the truck won't start/run on an extremely cold morning and you think the fuel is gelled, once it thaws out change the fuel filter ASAP. It is possible to rupture the filter during these types of event.