Not necessarily. Where a comma goes is entirely a matter of sentence structure. There is no Word or phrase in English that requires a comma.
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In separating clauses and phrases, the comma (when necessary) comes before the or, as a pause.
Was this the biggest mistake in all of human history, or the greatest success?
Otherwise, the or seems to join history and success.
The only time the comma comes after the or is when there is what may be called a parenthetical expression, or interruption, as for a clarification.
Will they quit or, fearing humiliation, continue to fight?
The conjunction or is connecting quit to continue.
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