No, you really don't have to do anything in Morocco when it comes to clothing. Yes, it is considered more respectable to cover up a bit more however there are no rules. My advice is to have options just in case you feel uncomfortable. More modest clothing is generally preferred in Morocco.
What can females wear in Morocco?
While female travellers aren't expected to dress as conservatively as local women, it's still a good idea to pack clothing options that will allow you to cover up. In the main cities, you can get away with wearing pants or a skirt that reaches below the knee, and a short-sleeved t-shirt.