Yes, you do need to use grout. Why? Well, for one thing it keeps the wall behind the tiles (and the unglazed edges of the tiles) dry and so makes the surface waterproof. Grout also connects the tiles to each other, making the installation more robust and stable. One final reason is that if you don’t use grout, over time grease and dust will build up in the spaces between the tiles and it will be more-or-less impossible to clean.
Be aware that we sometimes show photos of tiles that are not grouted, like this photo here. This is because we need to reuse the tiles in other photos, not because we advocate not using grout.