Not necessarily, but we recommend it.
Either a desktop (or laptop) can be plugged directly into the Ethernet Wall Jack, no modem or router required. However, we strongly recommend that our customers use a router as it provides an additional layer of security (protecting your computer from the outside Internet), and it provides you the ability to connect over wireless.
Note: If you choose to connect a computer directly to our Ethernet wall jack without a router, please ensure you have your firewall configured to limit network sharing settings. Windows commonly refers to this network setting as "Public" (note: Home or Work should not be selected in this scenario).
Please see our article for Wireless Router Recommendations.