Percona XtraDB Cluster - do I add arbiter IP in gcomm://?
While I too could not find a definite answer in the documentation, the following link states:
While Galera Arbitrator does not participate in replication, it does receive the same data as all other nodes.
Which leads me to believe that yes, you would have to add the Arbitrator IPs to all configuration files as if it were another node.
EDIT: This guide seems to indicate the same, although it is not official documentation.