Yes,
1178/2011 MED.A.020:
(b) In addition, holders of a medical certificate shall, without undue delay and before exercising the privileges of their licence, seek aero-medical advice from the AeMC, AME or GMP, as applicable, when they:
(2) have commenced the regular use of any medication;
Edit: My understanding is use of statins is generally not a problem for your medical, although might depend on why you have been started on them.