on my exam you didn't but you may get a different version. i am, however, impressed that you even knew there was a labeling part. i had no clue until it popped up but luckily it was really easy. on my test there was only one question. so i would not stress about it at all. but it would probably be good to study just b/c some of the questions indirectly ask you to think about these parts in a way where if you memorized where structures are you could figure out the answer. like for example, if a flash of light is viewed by a person what is the first stucture light would have to pass thru in the eye? (or stuff like that)
good luck