steve,
it all depends on your purpose. they will be fine on their own but will eventually grow together to form a thicket of sorts. if you wish to keep plants isolated (the offspring will be quite variable and once they grow together are virtually impossible to easily separate once mature), then of course you must either pot them or transplant them. i generally weed or transplant most of my seedlings, but in some areas I leave them alone where I don't mind a more "natural" look and don't care about genetic separation.
though long-term pot care is possible with hellebores, they are much easier to grow in garden soil and conditions.
aesthetically a clump from a single plant is nicer i think (a clump of many plants often results in a variety of colors all together and some differences in height etc...), but there is no cultural problem with letting them grow on where they fall... they'll be healthy enough.