It’s only a problem if you want to use a class that has an implementation in that module. Since you’re asking, the answer is probably “yes” though 
. You’ll need to recompile VTK for that.
What you can do is make a small CMake project which links to what you’re linking to, use vtk_module_autoinit, and see what the header it ends up generating is. You can put that at the top of whatever file(s) you need it in then.