no, you don’t need to connect the two 3V3 pads.
The yellow lines are ‘airwires’, indicating things that should be connected connecting. Except: there’s a power-plane on the board that will connect all the 3V3 pads. Hit RATSNEST:

in the control panel, and you’ll watch all the 3V3s connect when the power plane fills in. (You should always run ratsnest in EAGLE before running a rules check, to make sure you’re not missing connections).
So, how do you find what’s missing?
If you run DRC - “Design Rules Check”, Tools Menu -> DRC - you can run a rules check. There are bunch of errors depending on the rules you use, and not all of these are important. However, “Airwire” ones are - they indicate things not connected. You can click on the individual airwire errors to see them highlighted.
When I run a ratsnest, then a DRC, I’ve got two unconnected airwires in the latest git master - between R26 and R2, and between R3 and R32. So those probably need fixing, @tehn.