Should we maintain the same impedance for the traces carrying RF signal line?
As a rule of thumb, you should use controlled impedance traces when the trace length is more than 1/10 (or maybe even 1/20) of the wavelength of the signal.

For 868 MHz, in FR-4 material, that means you would want controlled impedance when the trace length is longer than 

$$l_{crit}=\frac{1}{10}\frac{c}{\sqrt{4.5}\ f} \approx 16 {\rm mm}.$$ 


  Also does the signals passing through the capacitors and inductors of the matching circuit to the power amplifier should also have the same impedance?


You should minimize the lengths of stubs between the main signal trace and any filter components. Typically you can make the stub length 0 by simply putting one pad of the filter component directly on top of the trace.

You should also minimize parasitic capacitance and inductance associated with the pads where the filter components mount. At this frequency, though, if you're using 0603 or 0402 sized parts, you will likely not have too much difficulty. You might consider adding ground cut-outs below any pads where you have a strong need to minimize parasitic capacitance (for example the mounting pads for capacitors below 100 pF).