Dried lentils don’t need to be pre-soaked, but I prefer to cook them separately and drain the water they boil in.

Pre-soaking lentils (and pouring the water away) makes them easier to digest, in particular it makes them bloat you less.

farmhouseguide.com/benefits-of-soaking-lentils/

An exception are dehulled lentils, like red lentils. They don’t need pre-soaking and are quicker to cook, too. I often throw red lentils into the cooking water with my noodles or rice, just to add some protein into the meal.