Do I have to cook salame
The website specifically says :


  All of our salame are cured and naturally aged. Other salumi items like our Mortadella are spiced and cooked in the Italian tradition.


The problem is that there are two classifications of meat that only vary by a letter:


Salami (the plural of salame) are cured, air-dried meats.  They can be stored at room temperature (at least before you cut into them), and would be fine to eat raw.
Salumi (the plural of salume) is a larger classification of salted meats, that includes not only salami but also cooked or raw products, such as mortadela and pancetta.  The cooked products (eg, mortadela) would be fine to eat as-is.  


Pancetta is salt and spice-cured pork belly, is still raw, and should be cooked before eating.