If there’s an alum in your area, then yes. Not all schools require an interview, though! Many do, but in some cases it’s purely optional. In most cases the alum will contact you about setting something up.
The interviews really aren’t that scary; they’re not interrogations or tests or anything like that. It’s more of a conversation - you sit down with an alum from the school and talk about yourself/your interests/whatever. The whole point is for the school to get an idea of who you are as a person. You don’t get points off for giving a wrong answer, or anything!
And wanna know a secret? The interviews really don’t count for that much. They’re mainly a way to let alumni stay involved in the school. Obviously you want to do well, but your application is WAAAAAAAAY more important.