Not necessarily. Valinor had been removed from the visable world by that time. Even if it was reachable, Sauron would certainly have been wise enough to know that attacking the Valar in their impregnable land was hopeless.
If Sauron had conquered, I can't imagine the Valar leaving him to rule Middle Earth (and the entire races of men and dwarves) forever. But in any case the Valar did intervene, through the wizards and perhaps the eagles. It seems they intervened just enough, and no more, for Sauron to be defeated. Even then a large amount of luck was required.
-Voronwë
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"If you would be a real seeker after truth, you must at least once in your life doubt, as far as possible, all things." -- René Descartes
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