You don't need to — IRIS Clarity works with or without headphones or headsets. But you can if you'd like to!
Just make sure to select your chosen output when you set up the IRIS Clarity app. (See "How do I install IRIS Clarity on my computer?")
🚀 Pro tip: Pair IRIS Clarity with noise cancelling headphones for the best experience on both sides of a call. The headphones will silence background noise on your end of the call for you. IRIS Clarity will remove background noise on your end of the call for the other side, and on the other side of the call for you. (See "I have noise cancelling headphones — why do I need IRIS Clarity as well?"