No, I use these drawstring filters, so the shape doesn't matter. Just put in the grounds and tighten the strings. I use this nylon filter to line the pitcher (though it's kinda huge and I could have got a smaller one). That reduces the amount of sediment at the bottom, and adds some security in case the paper bag filter breaks, but it's an optional step. So, I just line the pitcher, toss in my paper bag of cold brew grounds, and add the water.

I use a pound of coffee and .7 gallons of water (2,650 mls of water, and this pitcher has mls on the side for measuring). By the end I usually wind up with 2,000 mls of cold brew concentrate, add water and you get 4,000 mls of cold brew (exactly the capacity of the pitcher). This is basically the 5 gallon Toddy system I use at work, just scaled down for personal use.