Nope – Volumio automatically handles the “source switching” for you via software.
i.e you can pick a track from “Music Library” (aka your HDD,NAS etc) it will play it from there.
If you pick something from Spotify/Tidal/Qobuz, it will automatically switch over, and start playing from there.
If you switch over to Spotify Connect for example, it will again stop the previously playing “source” and switch over to Spotify via connect on you app.
I just saw your previous post (Source buttons?) as well, and don’t mean to sound rude - but have you tried installing and using Volumio yet? If not, First steps with Volumio - Volumio Documentation might be of interest to you 