No. Building a Member’s Own-Name Gallery is not a requirement by the WAA. (Some of our members don't build and have their galleries.) However, please be aware: If without building and having a gallery, a member will not be eligible to participate in the WAA Annual International Art Competition.
In general, the purpose of joining membership may be different for each person. Some may need to exhibit their works on a special global stage and let the world know them; some may wish to be recognized by an international professional organization; and some may want to realize their lofty artistic dreams, etc. …