It depends on who the dyer is if there products are colour fast or not. I would wash it if you are planning on washing your finished work. I know a lot of people who use hand dyed fabric and hand dyed floss that just simply do not wash their finished work.
How did you go? I think the general consensus is that, unless you know for sure that its colourfast, you should assume it isnt &, if you plan on washing it when its finished, you would be wise to wash & dry before stitching with it.