Hello.
Yes, you will need to download and install the OneDrive app on your computer to sync your files. This requirement applies regardless of whether you have a personal or business account.
Typically, the OneDrive app is configured during the Windows installation process. If you skipped this step, manual synchronization setup is necessary.
As for your Office 365 subscription, it's indeed beneficial, but the key factor for file syncing is the OneDrive app. Having a personal or business account determines the features available to you, but both require the OneDrive app for effective synchronization.