It pays to future-proof against any upgrades further down the line. A modular PSU will allow you to add extra cables as needed or remove unused ones to free up valuable room inside your case. This is handy if you've got your heart set on a beefier graphics card or want the flexibility of being able to add other peripheral connections later.
However, you can absolutely make do without, as even semi-modular or fixed cable designs will do the job just as well if only with a few extra cables lying around. You can usually tuck these into the back of your PC case to keep them out of your eyesight.
As a word of warning, compatibility is a significant factor when it comes to power supply units. Using cables from different PSUs could put your entire PC at risk, so stick with those provided. Even if they are from the same manufacturer, not all PSU cables will be universally compatible either, complicating things further. If you absolutely must splinter from the cables included, have a look at your PSU's PIN connectors and make sure your cable set has ones that match to avoid any unnecessary frustration and breakages.