In the movie yes, as Crom is a watered down version of his badass self from the original stories. In the movie it’s mentioned that there is an afterlife called “Valhalla” which is granted to warriors who know the secret of steel. They don’t say, as far as I recall, what Valhalla is or what you do there, my guess is it is much the same as the Norse mythology place of the same name, but Crom is its guardian. So in the movie it works as there is a follow up to “worshipping” Crom.
But originally as @Zissou says Crom listens to no one and is not a deity to be worshipped, you merely use his gift as he gave it to you. (the gift of kicking erse)
It is also mentioned in the Savage Sword of Conan comics that after life, all you do is walk through mist forever. (I forget if this applies to Crom’s realm only or if everyone in the world ends up there when they die) But Conan makes it clear that he doesn’t want to die because of this, so he fights on. One could say that Crom gives you what you need to survive to enjoy life while you have it, which does not reflect real life religion since the latter teaches you what you need to know to get into shit once you die.
Since gods and religion seem more traditional in the movie, I suppose Conan does have the correct attitude, whether or not Crom wants prayers. (although once in the comics Crom does grant Conan a chance at survival) The gods are also pretty much proven to exist in the movie, or if they’re ideals by people, they are never contested besides those who oppose them.