In general no. The camera will connect to your computer with a USB cable (you want USB 2.0) or in some cases a firewire cable or both - most cases USB. Most cameras will come with a removable memory card (Compact Flash (CD), Secure Digital (SD), Smart Card, etc.). This removable memory card can be downloaded to your computer via the camera or an inexpensive card reader that also uses USB 2.0 (most are 12 card readers - i.e. they can read 12 different types of memory cards).

This is a good round-up of lots and lots of digital cameras:

http://www.pcmag.com/category2/0,1738,5,00.asp

Hope this helps, Fred