No, not at all. Some nutrients are absorbed much better with some cooking. However, there are certain vitamins that will be destroyed by heat, or even by being stored too long before eating. Foods containing vitamin C are best eaten quickly or frozen as soon as possible after harvesting.
It is enzymes in foods that are sensitive to over heating. So, it is best to eat a good portion of your food in salads or other raw preparation methods because the enzymes remain active.