No. Only products imported into the EU or manufactured within the EU as of 1 January 2018 must meet the requirements.
This situation is not within the scope of the Directive as long as it involves a custom-made product that is manufactured individually and only assembled at the place of installation.
The ErP Directive is based on the assumption that room air conditioning units with a capacity of over 12 kW are too powerful to be relevant for private use by non-expert end users. This is why it is only obligatory to state the annual performance ratios within the data sheets. It is not necessary to include these in promotional documents, catalogues or labels.