No, a fuse is not needed because the power supplies for all of Tigo's System management devices (Cloud Connect Advanced, Cloud Connect and MMU) draw less than 1A. They can be installed on minimally sized (10A or greater) circuits.
For feeding wires serving a 10A circuit and the DIN Rail Power Supply, use code compliant conductors derated for your conditions. (NEC 310.15 in the USA).
For the DC wires going from output of the DIN rail power supply to the input of the CCA, use AWG #20 or larger wires (not included).