You will use a Cad application of some sort to produce your part geometry in the first place, maybe part of you CAM package, maybe not.
The file you produce there is imported into your CAM package and a generic tool path is produced, you CAM package should allow you to simulate the cutting operations on screen so that you can check it all does what you wanted it to.
You will then output a G code file to operate your machine, tool changer etc.
This file is then loaded into wIN NC which emulates one of a number of commonly used industrial CNC controllers (Fanuc, Heidenhain, Sinumentic etc). WIN NC and the controller emulation actually control your machine for you by executing the G Code file output from your CAM package.
Your CAM package will need a post processor (Post) for the type of controller emulation you select to use with WIN NC. Select one, stick to it and get used to it's features.
So the short answer is yes you will need WIN NC or something that does the same job.
If you are self teaching, it's a pretty steep learning path. I strongly suggest you start off with a very simple part in some soft material before you get into long running programmes in expensive materials with expensive and delicate tools.