Coccidia are protozoan parasites found almost everywhere in the soil and environment. Chicks are not hatched with Coccidia, but they can soon get it when they are exposed to natural materials and a new environment. If the levels of Coccidia that chicks are exposed to are not high, the bird will build immunity to it and not show any symptoms. In severe infestations, though, chicks become severely ill, with mortality being high if not treated.
Because of this, most chicks are immediately started on medicated feed, which contains low doses of a coccidostat. This helps prevent an infestation from becoming high enough to seriously harm the chick. Another option, Coccidiosis vaccination, gives chicks a small dose of Coccidia, which also makes the chick build immunity to the parasite. Some people are able to raise chicks without either vaccinating them for Coccidiosis or feeding them medicated feed, but this requires a very clean, sanitary environment, and careful managing.
So yes, I would feed your chicks a medicated feed. This will help (medicated feed doesn't work 100% of the time) prevent your chicks from being loaded down with a lot of Coccidia.