Yes you need a Zigbee Coordinator to use ZHA or Zigbee2MQTT but since you can re-flash most if not all CC1352/CC2652/CC2538 based adapter into either a Zigbee Coordinator or Zigbee Router the hardware should be no different. So them coming pre-flashed is really only for convenience, (just make sure it has a BTL/Bootloader button on the board for re-flashing).
I would not recommend that specific one as it is from unknown source. I personally recommend ITead’s “Sonoff Zigbee 3.0 USB Dongle Plus” (model “ZBDongle-P”) but if you do not want to get that then suggest at least get one of the others that is specifically recommended by the Zigbee2MQTT project here → https://www.zigbee2mqtt.io/guide/adapters/#recommended
If anCC1352/CC2652/CC2538 based adapter comes pre-flashed with an older working firmware then you can upgrade it via USB, so no need for a special cJTAG flashing adapter if the bootloader is not corrupt. For flashing firmware upgrade to any CC1352/CC2652/CC2538 based adapter follow links for tools on the same Zigbee2MQTT website page here → https://www.zigbee2mqtt.io/guide/adapters/#notes
My tip is to just order the recommended Sonoff branded “ZBDongle-P” from Amazon for local shipping.