you dont have to.., it should show up in the render.., the viewpoint is not the same.., make sure all have cast shadows on.., or receive shadows for the objects
this is a render of the same scene with a cube between the window and plane to cast another shadow but with no barndoors
of course you can but its an extra step. anyway, its always good to probe answers, another day, another lesson.
take it easy and life will be easy