ehhhhhhhhhhh kinda. Some shows are directly linked to the movies- (Wandavision-Dr Strange 2); some shows are linked but the movie does a good enough job of not fully needing it (Falcon and Winter Soldier-Thunderbolts/Ms Marvel-The Marvels) some are fantastic stand alones (Loki 1 & 2, Moon Knight, Daredevil BA), and the rest are up to preference.
The movies arn't super linked together anymore because they spread their butter too thin, introducing characters, groups, and post credit characters that were immediatly forgotten (Poor Shang Chi). They were doing too much instead of focusing on the one next big threat, who they then fumbled in his debut and casting.
Too many movies, too many characters, and too many plots to tell a coheseive story from phase 4 and 5. I saw Guardians 3, Spider-Man NWH, DP and Wolverine, Thunderbolts, and Shang Chi are the best of the films.