No. You need to do it if you didn't setup a shortcut in the new dashboard.
Edit the menu.ini, after you put the evoX dashboard on the xbox itself, or even from the disc if you burned it. It contains the hierarchy of the menus, etc. and you can make new shortcuts to things on the HD.
For example, I have the divx player, a tetris game, and mamex loading from the HD, without need for a network connection.