It depends on what you are doing. If these are going to be IVs in a least squares regression, no. If DVs it would be a good idea but it is only required of the model residuals. For other models, it depends on the assumptions. Best regards, D. Booth

Computed factor scores are standardized to a mean of zero; however, the standard deviation of the distribution of factor scores (by factor) will be 1 if principal components methods are used and will be the squared multiple correlation between factors and variables.

In line with David it depends on what method are you going to use? why you need the normality test?