Yes you need a Zigbee Coordinator adapter if you want to use ZHA integration or Zigbee2MQTT, read:
https://www.home-assistant.io/integrations/zha
and
https://www.zigbee2mqtt.io/guide/adapters/
My recommendation as it stands today is to buy a CC2652P based USB adapter like ITead Sonoff Plus:
Regardless of the adapter you choose be sure to upgrade its firmware + use a USB extension cable, and plug into a USB 2.0 port or via a powered USB 2.0 hub and not a USB 3.0 port due to interference.