No, you do not. I make this loaf without a Dutch oven. Instead, I shape it and place it on a baking tray for the final rise and then transfer the tray to the oven to bake. If you aren't keen on the free-form method you could always shape the dough to fit into a large loaf pan for the final rise and bake it in that. Don't forget to line the tin with baking parchment to ensure your loaf comes out easily.