Should I gasket seal on transmission pan?

No, no gasket sealer on it. If it's a cork gasket, as mentioned previously, a little sealer on each corner will do fine. You can also dab vaseoline on it,as you're only trying to hold it in place on the pan.
If it's a duraprene (coated hard material, either brownish or black) no sealer of any kind as the coating will act as a sealer when the transmission is at operating temperature.