1. Welcome to the site. Glad to have you here.
2. If the kit comes with everything, then YES, YOU DO NEED TO HAVE AN FFL.
The lower receiver (which is where the serial number is located) is the part that you will have to have delivered to your local gun dealer (or a friend with a FFL). I haven't looked at the kit you are talking about, but perhaps it comes with everything except the lower reciever. Double check.
Hope that helps.
Every kit I have seen comes with everything you need to put together a complete AR EXCEPT the Lower which you will need to get from an FFL dealer.