Yes, there should be a thin gasket between Head and Block. Make sure you get the correct one, there are different configurations in each of the 2.4, 3.4, 3.8, and 4.2 liter versions.
You need to match the gasket visually. There is no 'standard' gasket. I found out after removing it.
I found one at a local Jaguar engine rebuilder who had different ones in a drawer.
Ex