Yes - you need it. None of it is perfect, but it exists to protect your computer from attacks which can leave it unusable, or can recruit it as one of thousands sending out infected software to other computers.
My computers came with McAfee, a three PC licence, which you pay to renew every so often. There are free products out there - AVG is one I have used, and there is Avast.
If you are connected through a router, that probably has a built-in firewall.
We've got stained glass windows in our house. It's those damned pigeons.