No, you don't need it. The likes of Xampp and Wamp are offline development environments that allow you to develop on your computer/localhost. So rather than making any changes to a live website that might result in the site breaking, you can simply take a backup, set it up on your localhost and testing your changes there. Be sure that you configure your localhost to use the same server settings as your live host as there might be some potential differences that may prevent things from working.
Seeing as you're new to web development, my advice would be to set up a local environment using either Xampp or Wamp, build your site on there, then move it to your live host when you feel ready to.