When installing wood siding, do I need to leave a gap to accommodate expansion?

As pointed out by the others, I think it is wise to provide vapor barrier and insulation for your region's concern. THe supplier shall have recommended the method of installation, concerning gap between boards, and naling vs screwing.

The recommendation below is directly copied from the linked article FYI use, https://www.workshopcompanion.com/KnowHow/Design/Nature_of_Wood/2_Wood_Movement/2_Wood_Movement.

"ESTIMATING WOOD MOVEMENT It’s also useful to know how much a board is likely to move. You must anticipate the movement when fitting drawers and doors, inserting panels in frames, and dozens of other operations.

The rule of thumb is that if the board shows mostly flat grain on its face, allow for 1⁄4 inch total wood movement for every 12 inches across the grain. If it shows mostly quarter grain, allow for 1⁄8 inch movement. This will accommodate an annual change of 8 percent moisture content — much more than is common in most areas.

Also consider the time of year. Wood shrinks to its smallest dimension in the winter and swells to its maximum in the summer. The wood in winter projects will expand; the wood in summer projects will contract. In the spring and fall, remember that the wood will expand half your total movement allowance and contract the other half."