Do I have to use an RTC to build a clock?
How does a RTC module works?


It counts. As simple as that. Once a second it ticks and counts up. It also remembers - most have a battery backup and will continue ticking when you turn the main power off.


  I have to use it "like a rule" (if it is necessary or unnecesary) in my clock?


If you want accuracy and continuation, yes.  An RTC is designed to tick at (as close as reasonably possible) once per second. Trying to do that with just an Arduino is incredibly difficult. The ceramic resonator on an Arduino is not as accurate as the quartz crystals used with an RTC. After a week you may find you are an hour out.