No, not really. By default the module will generate SEF URLs composed of the extension name and some other commonly used parameters. But if the module has specific features (like Joomlaboard forums has own categories and messages), which you want to use for structuring (e.g. gallery names), you need special handlers to work with those properly and logically.
So you can try how the modules behives by default, and if you don't like the results or want it better, than it will be neccessary to write special handlers. The handlers can be part of the SEF module (as we supply now for DocMan and Joomlaboard) or they can be also part of the 3rd party module, then the modules should integrate seamlessly.
Regards,
Michal