no, you dont have to pay to watch any of the shows, once you get in there all you have to pay for is food and drink, the arcade games (if u do decided to play them), and also the skytower, where your in a rotating cylinder where you can see everything in the park, birds eye view.
so, no u do not have to pay to watch the shows (shamu, dolphins, seals, pets ahoy etc..), the shows are included in the ticket price