No you don't have to. You can also use the build in simulator in the Software to test the application. The experience will be much better if you bring your own Virtual Reality Set though.
For the course I will use Oculus Rift. But the software will work as well with HTC Vive, Oculus Quest and should work with Windows Mixed Reality Sets. I cannot guarantee that these headsets all work perfectly. If it doesn't work I cant spend the course time on fixing your PC or Headset. I will try though at the beginning of the class.
I personally recommend Oculus Rift as I will be using it through out the course.