No, you do not need to work the steps to get, and stay sober.
However, Step #1 is critical. This one you must do.
Getting sober involves changing your thinking, behavior and attitudes regarding many aspects of life. You can accomplish this without going to AA, but it is going to take a lot of work.
The steps of AA give you a roadmap for that process and provide a "coach" (sponsor) to help you get there. This may make the process easier for a lot of people.