Lame and FFMpeg, need both?

I installed Lame_v3.99.3_for_Windows.exe for Audacity 2.0. Do I also need to install FFmpeg_v0.6.2_for_Audacity_on_Windows.exe? On the download site, , it looks sort of like Lame_v3.99.3_for_Windows.exe includes both.

Thanks for your help

LAME enables Audacity to export MP3 files.
FFmpeg provides Audacity with Import/Export support for various formats including WMA version 2, AC3 and AAC.
See these two pages: