Using pickit 3 with DSPIC30F2010
No, you don't need an external clock or crystal to test your circuit.

The micro has many clocking options, you can of course use an external clock, or an external oscillator circuit if you need an accurate clock accuracy is like 0.005%. Or, you can use an internal oscillator if you can work with low accuracy timing (internal RC oscillator accuracy is ±2% nominal).

If you want to use the internal oscillator, you should select the option from the configuration bits (choose the internal FRC oscillator). You may also need to specify for microC that you are running at 7.37 MHz (which is the frequency of the internal oscillator). This is necessary for the compiler so that he knows how to translate a 1000ms delay into assembly instructions.

to sum this up, just hook an LED to E0 (don't forget the series resistor), change config bits to select internal oscillator rather than external clock/oscillator, set frequency to 7.37 and you should have your LED blinking.