No, not at all. Wake-up sources on STM32 MCUs are entirely internal.
Not really "entirely internal"?
Depending on the sleep mode, various external WAKE UP events are available, ranging from EXTI interrupts, UART/I2C address match etc.
The deepest sleep mode still allows for the use of a dedicated WKUP pin (available even in 20 pins package for e.g. STM32F042).