Not usually. After PCR, you typically just wash the gel with ethidium bromide, which intercalates all the DNA and fluoresces under UV light. This will let you see everything that was amplified.
In Southern blotting, the DNA is transferred to blotting paper (hence the name) and the blotting paper is washed in a hybrid probe specific to a particular sequence, and later you visualize everything the probe hybridized with.
With PCR, you hope to gain specificity with your initial primer. With Southern blotting, you take a whole mess of DNA and later probe it with a specific complementary strand to see if it was there.