Piezo Buzzer datasheet question
They're passive, you have to create the signal yourself. "Without circuit" is the most obvious way to tell, but there are also the frequency response curves. If the device would have an internal oscillator the frequency would be fixed, and the graph be unnecessary.

Connecting the piezo directly to an I/O pin is the best way to get a loud sound, but piezo elements are highly capacitive, and microcontrollers don't like capacitive loads. A series resistor will protect the I/O pin, but also reduce the loudness. The best thing is to use a transistor to drive the buzzer.

For the loudest sound, look in the datasheet at the frequency response curve, and pick the frequency where it peaks the highest.