Not necessarily and not in most cases. Progressive lung scarring which is called interstitial lung disease can be caused by many factors one of which is called interstitial pneumonitis. Interstitital pneumonitis in inflammation without infection. It usually effects all four lobes of the lungs and instead of the immune system responding to an infection with inflammation (as in pneumonia) - the proper response - its simply turned on. As the inflammation continues the air sacs stiffen with scarring - making it more difficult to breath.

So if you've had certain (rare) types of pneumonia its possible you had some lung scarring but thats usually confined to one section of the lung and is not progressive. The other kind of scarring usually effects the entire lungs and often is progressive.

http://www.cnn.com/HEALTH/library/DS/00592.html