No, you don't have to uninstall CM before you download SDC. (For a while treeview I think and perhaps some other apps were not available on SDC but I got the feeling that eventually all apps would be if they're not already.) SDC creates and puts everything in a Stardock folder/directory. While the stuff you've already downloaded via CM appears in an Object Desktop folder/directory.
My understanding is that people recommend backing up your skins that are in the Object Desktop directory (not the programs) because you will move them over to the Stardock directory used by SDC. Then use SDC to download WindowBlinds, Desktop X, etc, whatever programs you use that are available on SDC. Then move your skins over to the appropriate program folder in the Stardock directory.
Now I've seen some people say you should uninstall WindowBlinds and the other programs on/via CM that you will use before you install through SDC. (And I usually reboot after uninstalling and before reinstalling programs just to make sure the uninstall routine is completed ok.) I think that may be so when you download new skins they should automatically install under the Stardock WB directory, for example, rather than the Object Desktop WB directory. Haven't tried it myself yet so dunno first hand. But the important thing is to back up your already downloaded skins so you can move them over to the Stardock directory and won't risk losing them if you uninstall the apps via CM.
Anyway, I trust I've made myself perfectly confusing.
It's probably much easier in the doing than my attempts to explain.
