Create the GedCom then open it in Notepad or your favourite text editor (it's just a text file) and see if Legacy puts links to the media in the file.
If it doesn't, then yes, you will have to add the media to FTM. If it does, I'm not sure. Someone else will probably know the answer.
If it doesn't, then yes, you will have to add the media to FTM. If it does, I'm not sure. Someone else will probably know the answer.