Yes they do, but as with all energy, some energy does inevitably go to waste, usually in the form of heat. There is no such thing as a power generator that uses all the energy put into it usefully, and we'll never come close. I think it's something like every unit of energy produced requires that three units of energy be put in. I mean, just look at a regular lightbulb: it produces light but it also produces a good amount of heat. That heat is the non-usable energy that is a byproduct of putting in the necessary energy to make that lightbulb produce light.
So yes, heat is used to make that fission reactor go, but the energy produced from that fission process in turn produces heat. While some of that heat can be put back into the fission process, not all of it usable.