Do I need to create a database?

Yes. WordPress requires access to a MySQL or MariaDB database to store information. So you’ll need a database.
You should create a new database if:

• You have not already created one on the server
• Your generous host offers you more than one database, and you wish to have a separate database for the website you are setting up.
• It is not essential to create a new database for each WordPress installation.

If you are using the same database for multiple WordPress installations, take care to edit the wp-config.php file ensuring that each installation has a unique database prefix.
If you are setting up a new database for a new website, edit wp-config.php, and be sure to get the database name, and other details correct.
Installation, Detailed Instructions