No. Neurofeedback is a way to retrain the brain to function better. It is not a matter of learning strategies to consciously apply, and then using those strategies in everyday life. What is important is that when it is effective, it results in brain change. And it is that changed brain that goes about the business of helping you adapt successfully in life.
You can think of it as like working out in a gym. You get stronger, more flexible, more fit. But you don’t have to think what you were thinking when you worked out in the gym in order to be strong, flexible, and fit during your daily life. Your retrained body takes care of that naturally, as does your retrained brain.