Is all that necessary when using the CB plugin as well?

Yes, because CB and GJ do not send the PM email notification. UddeIM does this directly. Now if you wanted the %msglink% translated in the PM it self then yes that needs to be done from GJ by changing the language string.

I was just asking where (which path/file/line) we are to add the %msglink% parameter to get a link to the message to appear in the email notification when using CB 1.7.1, GJ 2.4, the CB PM plugin, and the latest production version of uddeim (2.5).

I think you need UddeIM 2.6 as slabbi stated earlier. The below language strings are used by UddeIM for the notification.

_UDDEIM_EMN_FORGETMENOT
_UDDEIM_EMN_BODY_WITHMESSAGE
_UDDEIM_EMN_BODY_NOMESSAGE

If you want %msglink% in the BODY of the notification (as part of the PM) then you need to edit GJs language strings.