No, they do not have to be celibate. Celibacy is for unmarried people. They do have to be chaste, which is to say, no sex with anyone other than their wife, no pornography, no self-gratification, etc. (otherwise known as the same rules of chastity for every married person).
<<<”no pornography, no self-gratification, etc”>>>
These would be sin whether celibate of married.