No, DNA Center and ISE do not need to be located on the same site (or on the same subnet for that matter). DNA Center just needs to be able to communicate with ISE on ports TCP 443, 5222, 891 and 9060. See the following link for the requirements, considerations and instructions to integrate DNA Center with ISE.
Note that the recommended RTT between DNA Center and ISE is < 200ms, however up to 300ms is supported. See the SD-Access Requirements (Figure 3) in the latest DNA Center datasheet.