Yes, but you may not need them. Vitamins are a dietary supplement. Therefore, if you're diet is locked on, your nutrition alone will probably give you what you need, or you could still use a multi but lower the dosage.
Overall, having the right amount of vitamins and minerals in your body at any time, including when training, will certainly be beneficial to your goals.
Mt Snow, VT - May 5, 2012 - Completed!
...i remain, he who remains to be...