All chimneys and flues, regardless of appliance and installation, will over a period of time build up a residue from the fuel being used, and should be swept periodically. This will help reduce the risk of fire and carbon monoxide poisoning, help maintain the efficiency of your appliance.
I recommend the use of a "chimney cleaning log". These are logs that are burnt in the stove or fireplace, releasing chemicals that help break down stubborn tar.