Yes, all employees must opt-in to receiving SMS from your company if you are texting their personal (not business provided) mobile device/ number. As a reminder, consent is implied to engage in a conversation with them if they message you first.
Otherwise, for conversational or informational messages (eg office closed) the level of consent that is required is just for them to state in some fashion (even verbally) they want to receive those messages. You could also send a quick email (for small organizations) or a Google Form (or equivalent) to capture consent.
While this consent does not need to be logged, if you do a Google Form or similar, it does provide an extra verification layer for your company.
Lastly, unfortunately unless you are already engaged in a conversation with them (see implied consent above), you cannot ask someone for consent by sending them a text message first. You would need to obtain the consent either verbally or via another "written" channel.