You don't have do to a thing I'm fairly certain, at least i didn't. I just installed PT, then installed Reason. Then when I load up PT and click on the plugins and Reason appears under the instrument "folder". I'm the habit of putting the reason "plugin" on an aux tracka and bussing it to an audio track, though I think it the recent versions you may be able to put it directly on to an audio track. Then anything you play in reason whilst recording in PT is captured, like a big ol synth.
There may be a better way to do it, but thats what works for me.