No, the CoS does not dictate policies like this to its members. Wearing fur is a matter of personal choice. A good number of our members are advocates for animal causes and organizations, and they may have made it their personal position not to wear fur.
I wouldn't buy a fur coat myself; I think it looks better on the animals. But fur is beautiful, and if another Satanist were to walk in wearing a vintage raccoon coat or mink stole as part of a wonderful outfit, I wouldn't complain.
And of course, if one hunts, kills and cleans an animal for food and warmth, that is also a personal decision and he has taken on the responsibility this act entails.