No, they just insert into the columns with a large pin. I haven't even got to the point of dropping the lift onto them, been adding fluid/adjusting cables at this point. The instructions for the casters weren't included, YouTube shows a guy putting them together wrong (I think) because he has to position the wheel in a certain direction to have it pick the lift up. I think he has the caster plate on the wrong side of the channel/plate so I went to the other side, will see how that works.
As far as leveling, I may put in a steel plate on the shop door ends of the lift, 1/8" or 1/4", whatever levels it out. I wish I had a longer level, like an 8 foot, but the 3 footer I have shows the problem.