Personally, I'd say that the only necessary thing is to import the sprites without the filter (disable on Import dock, for no blurryness)...
If you want to upscale the sprites to have an HD quality pixelart game, or use a low window resolution to match the sprites, it's a question of preference. With the second, however, you have to take resolution into account. When you use low resolutions for pixelart instead of upscaling, a game only ever looks pixel-perfect in the same aspect ratio (ex: 16:9 and integer multiples of the default resolution (a game in 320x180 looks perfect in 640x360).
For more details, I recommend this post for reading (has GIFs and images, it's nice):
https://llangis.xyz/learn-godot-tutorial-1-settings-up-for-pixel-art
Have a nice day!