"Do my necklace & earrings have to match exactly?"

No, however, there should be at least one element in the necklace/bracelet that is repeated in the earrings you choose.  Here are a few tips on how to do that:

*Shape - choose earrings that have a similar shape to the pendant or the beads in the necklace.  If you have a teardrop shape gemstone pendant, choose earrings that have a teardrop shape dangle.
*Color - if you have a multi-colored necklace, choose earrings that have at least one of those colors as well.
*Metal - if your necklace has silver accents, make sure your earrings have silver in them; if it has gold accents, choose earrings with gold or brass accents; etc.