In the front, adjusting height will not impact preload as they are separate adjustments. In the rear, the height adjustment and preload are related so you will need to adjust. To adjust the rear, you have to unbolt the shock after changing height and thread it so it's 5 or 10mm shorter than whatever you set the height at (or whatever your preload is). I believe BC provides instructions but it's all over the web as well.
Adjusting Spring Preload for BC Racing Coilovers with Separate Spring
It's not a huge deal if you don't adjust as long as you haven't changed your ride height drastically. Pre-load doesn't impact handling or ride and it's mostly there to prevent noise and to a lesser extent, a rear spring popping out. When I had my FX, I never really messed with preload after initially setting it on install and I dropped my car substantially afterwards without adjusting (just lazy). Never had issues with noise or a rear spring coming loose even when I wasn't running collars.