Do I have to set Trex posts in concrete?

If you are setting your Trex posts in the ground, it is best to set them in concrete. Soil is not heavy enough to keep a post from shifting with winds and other lateral pressure. It is also unstable enough that with expansion and contraction, soil will heave or settle which will put the posts out of plumb. 

Follow local building code and soil conditions for best practices in setting posts in a concrete footer. In general, a Trex post should be set to a depth of 30" in a 12" wide concrete footer when building a 6' tall fence (and deeper if building a taller fence). A typical footer can be set using post mix and will usually take 2 bags of 80 lb post mix per hole. You can set a Trex post directly into the hole and surround it with concrete. There is no need to wrap the bottom of the post, although it is sometimes a good idea to do so if you are concerned about concrete spatter or dust on the post.