Do I need extra components for SAI with PCM?
SAI and PCM are digital audio formats. Typically, you would need both a digital to analog converter and an amplifier to drive a speaker from such a signal (speakers are analog creatures). There are many, many parts that can be used for this.

It is also possible to use a class-D amplifier that accepts a PCM signal directly, as such amplifiers can integrate the interpolator, DAC, and modulator in one unit, thus eliminating the need for a separate DAC. An example would be Maxim's MAX98357 which can be connected directly to an I2S or left-justified TDM audio interface, but there are also many other options available.

In short, yes, you need extra components, but the exact components will be determined by you and your requirements.