No, you do not need to clear scripts before loading a new script; when you load the new script, this will automatically erase the existing script(s) on your 18R2.
If you would like to manually clear scripts from the 18R2 Controller, hold TEST and SYNC simultaneously for 10 seconds. Both the TEST and SYNC button will blink, and 00 will show on the top 7-segment display when the scripts have cleared. Restart the controller.