The short answer, Yes.
Because Gravity Forms is a premium plugin and they do not offer a free version, you will have to purchase a license to gain access to the plugin files.
Once the plugin is installed, you can bypass the setting that asks you to enter your license key and complete the setup without it.
Then why do you need a license?
The license is used to validate your purchase and provide access to automatic updates and the add-ons associated with your license type.
It is also required to have an active license in order to qualify for technical support.