Yes, you need to install and start HCatalog server. HCatalog should come with the latest Hive tar package.
Check here of Apache Hive documentation for details,
Basically you need to,
Setup MySQL database for HCatalog
Run server install script
share/hcatalog/scripts/hcat_server_install.sh -r root -d dbroot -h hadoop_home -p portnum
Start the HCatalog server
export HIVE_HOME=hive_home $HIVE_HOME/sbin/hcat_server.sh start