Explanation request of a paragraph in a VFD manual about a diode, should I add it or not?
What @Andyaka comments is correct.


  If using a relay then a diode across the relay coil needs to be added


The datasheet says the same. The sentence is:


  The binary output DOØ2 '/Brake' is configured as an output for operating a relay with free-wheeling diode...". 


The relay and free-wheeling diode are mentioned as a whole.

BTW, the DOØ2 is likely a typo, this should be DBØØ.

Since the brake is likely far away, you want a free-wheeling diode as close as possible to the brake instead of in the driver. You want to minimize the current loop area.