No, you may also carry it in a case, or in any other non-threatening manner that you so choose - you are still not allowed to brandish a firearm.
So long as you are carrying it in a peaceable fashion, it is legal.
Thanks- I do have a TX CHP, but we really did not discuss long guns, although I was aware that STATE LAW says that they are legal, while some cities have laws against loaded shotguns/ rifles ( I think).