I've been wondering the same thing. I remember searching and someone mentioned that you can install without removing the shutters, but that it was a tight fit. I don't mind removing the shutters, but I don't want the car to throw a code.
I did some more searching, but from what I was able to find, it seems like about 50% of the people who removed the shutters experienced the trouble code. The same was true when I took a look at the Focus ST forums. Can anyone confirm this for sure? I guess it's not a big deal if you have something that can clear the code, but if the code keeps coming back, it could be irritating.
It is not required to remove the shutters, but if you do, keep in mind that anything will be able to go through and hit your radiator and intercooler. so if you plan of doing the GT grille delete, you might want to order a mesh kit from customgrille's.com they make a kit specifically for people like us wanting to modify the GT grill. very easy to install. but to answer your question, no you will not have to remove them for the install.
I removed the shutters on mine and don't have any problems, and it didn't throw a code either.