Yes, it is essential.
You can install the latest version of the Adobe Creative Cloud Desktop from here:
Once you have installed the Creative Cloud Desktop App, you can it by clicking the Creative Cloud icon located in the taskbar (Windows) or Apple menu bar (Mac OS). You can use the Creative Cloud Desktop App to install apps.
NOTE: Please do not install Adobe apps from a backup, time machine, or migrate files. All apps need to be installed from installation files.
So I have to pay for the Creative Cloud aswell to use the two other programs?
No. You can try the trial version of the Photoshop and Illustrator apps.
Else you may even subscribe to the single app plans as available Creative Cloud pricing and membership plans | Adobe Creative Cloud
Adobe creative Cloud desktop application is just a centralized application to manage all the apps within it as confirmed by Megha Rawat in the post above.
Hope that helps!