No, your Twilio for WhatsApp sender number does not need to match the country you’re sending to. Any Twilio WhatsApp number is capable of two-way messaging with WhatsApp recipients (sending as well as receiving replies). The only exceptions are end users with numbers from a few countries that WhatsApp has designated as blocked on WhatsApp for Business, see What countries can I reach with the Twilio API for WhatsApp? for more details.
For more information on which Twilio numbers are eligible for WhatsApp enablement, please see Which Twilio Phone Numbers are Compatible with WhatsApp?