No, as a general rule, you should not disavow links that have a nofollow attribute. Submitting links in a disavow file essentially acts as placing a nofollow on that specific link. Therefore, it makes no sense to submit links that already have the nofollow attribute. Typically, a nofollow link cannot harm your website, whereas “follow” links from harmful sources (such as spam sites) can.
You can use a tool like Ahrefs.com to check whether a link has a nofollow attribute, or you can simply look at the source code of the page in question to see if there is a rel=“nofollow” tag applied to the link. If this is the case, you don’t need to take any further action.