Provided it is actually pinworms you are seeing and not something else like tapeworm or maggots, it depends on how bad they are. If they aren't too bad, meaning he doesn't have too heavy of a load of worms in his digestive system, then he may not have any other problems besides you seeing a few worms in his poop. It's not uncommon for rabbits to normally have some pinworms in their digestive tract, and it usually doesn't cause any health issues. If he does have a bad case of pinworms(lots of them) and he does have a heavy load of worms in his digestive tract, then it could lead to problems such as severe weight loss, digestive upset, digestive obstruction, and even death. So it's best to treat the condition properly with the correct dewormer, as it's difficult to know just how many worms a rabbit might have inside them.
While it would be best to take your bun to the vet to get properly diagnosed and treated, if for some reason you aren't able to do this and it is certain that your rabbit does in fact have pinworms(the worms you see in his poop are exactly the same as the ones in the picture from the link), the deworming medication can be bought online. I bought mine from Amazon, or most farm supply stores carry it. I use Safeguard goat dewormer and it's about $20-25 for the bottle. Vets usually use Panacur, but it's essentially the same thing. I do the recommended dose of 20mg/kg, which comes to about 0.1ml/cc per lb. of the rabbits body weight.
While I can't say whether or not you should worm your rabbit, it's what I would do if I found confirmed pinworms in my rabbits droppings. With a heavy load of worms, it's possible that when the dewormer causes the worms to die, the 'die off' can sometimes make the rabbit very sick. So it's very important to keep a close eye on the treated rabbit and make sure they continue eating and drinking normally. If not, then additional help will need to be given to the rabbit. This is another reason why it is best to take your rabbit to a rabbit savvy vet, and have the vet diagnose and treat the illness correctly.