How do I use this style of hitch rack?
Yes you must get something like a strap to hold the bikes in place. Something that you can tighten down to retain the bike and will not loosen. Nylon webbing straps with a tensioner are usually supplied with the rack when new. 

A bike lock could do double duty in retaining and securing the bike, but something that can be tensioned is preferable. Consider a strap and a lock for true zen-like peace of mind.

Bikes on these kinds of racks are surprisingly stable, but must be secured; when transporting anything on our vehicles we must ensure very little can go wrong.