The answer to your question is “Yes” you need to shoot for good cadence at all times on the trainer and bike in general. Generally, this is going to be somewhere over 60rpm for any riding, over 85rpm on the trainer.
For MTB I am typically 75-95rpm.
On the gravel roads, 85-100rpm.
On my Wahoo KICKR, 85-110rpm.
On you’re trainer, your goal is to match the target power during the workout.
Power (wheel output) = Force (pushing the pedals) x Velocity (how fast you spin)
So on your trainer, you need to pick a gear + cadence combination that allows you to hit your target power.
Unless you are intentionally doing slow speed cadence work, you should shoot for 85rpm. (this is what most of the instructions in Trainer Road tell me). You can change gears and cadence to hit the target power, but don’t be too dogmatic about hitting power exactly. You should IMO prioritize cadence assuming your power is plus or minus 5-10 watts.
When I was using a Kurt Kinetic trainer with virtual power, I usually rode in my big gear, and 15 or 14 on the back cassette and my cadence was usually over 85. (See image). For that session my notes indicate Big ring x 4th gear (I assume that means 4th easiest)
More info here if you want to learn more:
Power and Cadence:
http://www.flammerouge.je/factsheets/build_strength.htm
Cadence and Pedalling:
http://www.flammerouge.je/factsheets/cadence.htm
My tips for training: