Do I need TVS with Optocoupler relay

The app note is pretty clear in it's explanation that the ESD rating and the ESD voltage clamping level are the critical parameters.

If your product is going to be sold, most likely the market expectation will be that it will meet class 4 (8kV / 15kV), as the app note says.

You must choose a TVS that will not activate during 'normal' operation but prevent damage when the simulated ESD pulse is applied.

The only way to know for sure if your ESD solution is robust is to either have the IEC 61000-4-2 test done at a lab, or rent/buy an ESD tester and do the test yourself.

The TVSs on the inputs makes sense and your layout looks reasonable. The question is how far do you want to go to get what level of protection? It's a probability game. Just the TVSs should take care of most ESD events.

If you want to go a little farther, put a resistor in series with each input before the TVS, not between the TVS and the CPLD. This gives the TVS some minimum guaranteed impedance to work against. Going even farther, add a little capacitance accross the TVS. That will slow down the edges of really fast spikes so that the TVS can catch them effectively. It goes on and on, with each level of higher complexity decreasing the probability a damaging event will be encountered even further.

Only you know what environment these boards will be in, the cost of the extra board space, and the cost of failure.