No. Apparitions and locutions are considered "private revelation," and while some have been recognized by the Church, they do not belong to the deposit of faith. Catholics are not bound to believe Church-approved private revelations. The Catechism explains the role of private revelation as follows:
It is not their role to improve or complete Christ’s definitive revelation but to help live more fully by it in a certain period of history. Guided by the magisterium of the Church, the sensus fidelium knows how to discern and welcome in these revelations whatever constitutes an authentic call of Christ or his saints to the Church. Christian faith cannot accept "revelations" that claim to surpass or correct the revelation of which Christ is the fulfillment, as is the case in certain non-Christian religions and also in certain recent sects that base themselves on such "revelations." (Catechism of the Catholic Church 67)
A good book on how the Church discerns private revelation is A Still Small Voice by Fr. Benedict Groeschel.