Nope. In Europe the borders of the Roman Empire were largely defined as west of the Rhine river and south of the Danube river, the only real exception to this being the temporary province of Dacia and Moecia in modern Romania. Prague is north of the Danube and not in Dacia.

As /u/HiZukoHere says, the answer is 'no' and the Romans never permanently settled there, although the Romans did occasionally venture North while campaigning against the Germans.

The closest the Romans came to establishing a major settlement near Prague was probably ancient Vindobona, which we now know as Vienna, Austria.