Yes, you do. There are some exceptions; for example, if the unit is not as heavy and includes a very detailed instructional manual. Also, if it’s a free-standing unit, you can probably set it up yourself.
But if you want to buy a fireplace insert for your existing hearth, you will need additional infrastructure to install it properly. Your chimney will need to be properly sized to the fireplace insert to vent in a correct way. And a fireplace insert might need extra foundation support.
We recommend getting in touch with a professional who has installed wood burning fireplaces in the past.