Should my child have counselling if a donor conceived child?

Depends. If you think your child is having difficulties than yes. Just bc child is donor conceived doesn't mean they need therapy. Research suggests disclosure from the parent (s) an early age is best. We have learn from adoption studies that around 7 some identity issues might surface. Keep an eye out for behavioral problems and consult w/ child psych as needed.
Not necessarily. Just as with adopted children, at some point, when they are old enough to understand, you will want to sit down and explain that you wanted to have a baby, but couldn't do it by yourself. Just tell him that you needed help from someone else. Remind him that he is your child and you love him. That's basically what kids need to hear. As he gets older, you may need to give more details.