Yes, and more than you'd think. Cold weather does nothing to reduce ultraviolet exposure, and sunlight reflects hard off snow, ice and water, so you're getting it from below as well as above. Cover face, ears, neck and the underside of your nose, and reapply on long outings. We'd suggest SPF 50 on the face plus an SPF lip balm.
Pack moisturiser or hand cream too. Wind, dry cabin air, cold and repeated hand washing leave skin and lips cracked by about day four.
These are small items that are impossible to replace once the ship has sailed, so bring products you've already tested on your own skin and keep a small tube in your excursion bag rather than buried in the cabin.