You never have to add dry hops. It is common to add dry hops to certain styles, such as IPAs, to add hop aroma that is lost when gases escape during fermentation.
I'd recommend you take a look at this site to see the different ways hops change your beer, depending on when you add them. You can add hops at many points during the brewing process, and when you add them makes a big difference in what they do to your beer.