You don't have to use the priming sugar, but you can if you want to. Many people force carb, and don't use the sugar. Some like to use the sugar, and leave the keg at room temperature, so that it carbs up while it's conditioning and waiting for its turn in the kegerator.
Force carbing is pretty easy and convenient, and you will probably have less sediment in the bottom of the keg. Priming is easy and convenient, too, though. The keg will just carb up like a great big bottle, so that when you go to put it in the kegerator, it's ready. Either choice is fine.