No. You do not always use an article in Romanian where you would in English. Generally, when you are talking about being somewhere, something being located somewhere, going in a certain direction or coming from a certain place you would not use an article at all (so a certain location in general).

Eu mă duc la poștă. - I am going to the post office.

Sunt la muncă. - I am/they are at work.

Vin de la școală și sunt foarte obosit. - I am coming from school and I'm very tired.

Pâinea se află pe masă. - The bread in on the table.

There is no such rule in English, but in Romanian it is quite consistent.