My mistake above, in the quoted post that no longer exists... I wrote about the levers, not the brake caliper itself. (I tried to delete the post quickly enough to pull my foot out of my mouth, but I was too late!) Anyway, the same info applies for the caliper. No ferrule.
Below is a link to the dealer guide for the brake. It might be more detailed than the instructions that came with the brake. Just like with the levers, it doesn't say outright not to use a ferrule, but it doesn't say to use one, either.
Dual Pivot Caliper Brake - SHIMANO Dealer's Manual ...