Ok, will have to admit I haven't seen an SL-5500 version of Cacko but I'm assuming that it's got an ssh server built in.
Typical default configuration for ssh is to run in a fairly light weight security mode and to allow communications from systems that you haven't already exchanged keys with. You run ssh against a new host and it exchanges the keys at that point and stores them (on a Linux client in a directory called ~/.ssh). So I guess the answer is no, you shouldn't need to 'exchange keys' with a default config (If I'm right that there is an ssh server on this ROM - perhaps an SL-5500 Cacko user could confirm ?).
If you (god forbid) want to communicate from a Windows host then you may want to download a copy of PuTTY as this a pretty good freebie version of ssh. Pretty much all modern distros of linux will have an ssh client on by default.
Hope this helps,
Andy