Not necessarily, but government regulation forces them to test for every method for which they will be authorized for use and often asks for additional information which could include the effects from different delivery methods.

Before it can be legally sold in most countries, the company will have to prove to the government regulator that the drug is safe and effective when used in the manner prescribed. If the drug company wants to sell the prescription as a pill, they will have to prove that the drug is safe and effective when ingested. Then the government regulator allows the company to sell that new drug in that specific form, for that specific method of delivery.

If the company then wanted to take that pill and sell it as, say, a patch, they would have to prove to the government regulator that a patch is safe and effective, which is treated as an Abbreviated New Drug Submission - so it requires less information, because you've already proven to the government that the drug works when you applied for permission to sell it as a pill, now you're just proving that it's also safe and effective in this new form.

This is the way it works for Health Canada, anyways, and I'd assume it's the same for other Western government regulators as well.