In your case No, it is not required, since you are selecting the object. So you can have:
var result = someCollection.Where(x => x.value > 5);
as far as better practice is concerned, I would remove the redundant code.
But, if you are going to select a specific property then that could be useful, like:
var result = someCollection.Where(x => x.value > 5)
.Select(x=> x.SomeSpecificProperty);
One more thing to add, with query expression you will need the select.
var result = from x in someCollection
where x.Value > 5
select x;
but at compile time the above query expression will be converted to Method Expression, without Select
.