Do I need to indicate in my works-cited-list entry that I conducted an interview orally?

No, but if it’s important for your reader to know, you can write “Oral interview” as a description in the “Title of source” slot in the same way that you would write “E-mail interview” if you wished to indicate that you conducted an interview by e-mail:

Smith, Helen. Oral interview. By Rachel Green. 6 June 2017.

Read more about citing an interview conducted by e-mail.