Not Always.
First consultation is generally with the parent/s or primacy adult care giver of the child. The aim is to take history of development of the child in various domains and the concern in detail. For clinic visits, in some cases where the child shows developmental concerns or is below three years of age, or if the parents don't have an alternative place to leave the child, the child can be allowed to join the parents in the first session. For online session, the timings are chosen in a manner that the child is not around within listening space.
For subsequent sessions, based on the aim of each session you would be guided whether the session is a group session with the child and the parent/s or a one-to-one session with child or parent/s alone. Sometimes based on the family dynamics, separate sessions could be taken with each family member.