You do not need to install BlackBerry MDS Services, the base install of BES includes the MDS Connection service which is the old 4.0 MDS renamed.
Installing the BlackBerry MDS Services also requires a new separate SQL database so adds complexity and chance for issues. You can always install it down the road if you need to.
FYI here is a post I did just on this topic:
BlackBerry Enterprise Server on Domino Discussion: MDS What?