No, "the" (definite article) is unnecessary to use here. Because "Fort Napoleon" is a proper noun (titles, places, names, etc.), it is specific without a definite article. (Unless, of course, "The" was a part of the location's name...then "the" should be included.)
Both of the following are correct (notice that when "fort" is not a specific name of a place, you SHOULD include "the.")
1. I went to Fort Napoleon.
2. I went to the fort.