No, it doesn't really matter a lot. Not nearly as much as you have documented evidence that you did have this meeting with the employee and that on such and such date, the employee was given a written warning that they must change the behavior being dealt with, or they were in danger of more serious implications. In other words, you told them what they were doing that you didn't like, you told them that if they didn't change this behavior, they were going to be fired.
They may get in the hearing and tell the unemployment tribunal they had NO IDEA they were about to be fired, they had had no prior warnings. But the unemployment office will go with the more believable of the two parties. It will be greatly in the favor of the employer if they have something such as a company policy in which the written warning is part of a step in the clearly spelled out termination procedure. It would be to their advantage if they did have the employee sign the paperwork, as most people won't really see their way to flat out lie about signing something when they did (though some will!)
But even if you don't have a signed statement, or a process or policy where you can show that you always follow this process when terminating an employee, if you show up with the times, dates and paperwork for times you used progressive discipline with this employee about this issue they have now been terminated for you will probably be believed in the hearings.
