The four Z tubes can be very picky about that, and you will want those to be as precise as you can manage.
For the others, you get a little bit of wiggle room. If it’s a little bit off, you should be OK as long as you carefully square the machine feet, and understand that you may have a little bit of conduit protruding or recessed at the corners. (Protruding is better, as it means that the whole clamping surface is used.)
The more precisely you build your machine, the better it will perform. You do get a little bit of leeway in the length of the tubes, but it will be easier to build square if they are cut to an accurate length.