Phase 10- how to discard
You still must draw like normal; the only way to reduce your hand size is to hit on existing phases.
From the rules about taking your turn:

On your turn, draw one card, either the top card from the draw pile or the top
card from the discard pile, and add it to your hand. End your turn by discarding any
one of your cards onto the top of the discard pile.

There is no rule listed under going out or making a phase that contradicts or changes this, so it still applies.