Yes,it needs to go under..but don't leave it on in hot weather,as mine totally disintegrated in the summer,as I didn't think to remove it..I just left both covers on,but both open..only the zips remained on the fleece when we got back from holiday after the hottest week of the year!
But it worked very well last winter,and all my plants survived..

If your trying to retain the heat in the greenhouse - use bubble wrap it costs less and lasts longer - Ken

Yes I used bubble wrap over one winter - its quite hard to tuck it inside and difficult to zip it up afterwards but it will save the plants inside.