None of the samples that come with FB require any specific
technology from the end user. Most utilize local XML data files, so
they should work fine even if you aren't connected to the internet.
Or, if they do, they connect to 3rd party data sources like Flikr.
If you are planning on building your own Flex applications that are
populated with data not coming from some external source, then you
will definitely need to look into technologies like CF (or php, or
java) that live on your server.
BTW - if your are just learning and developing locally, you
can install the CF dev server (free) on your local machine for