Is a P-Trap needed for dishwasher return line?
Yes. The disposal unit should have a barbed inlet that is intended to receive the dishwasher's drain line.

As others have mentioned, be sure to check that the knock-out plug has been removed from inside the barbed inlet. You can remove it by using a screw driver and a hammer.

Also be sure that you run the dishwasher drain hose up to the underside of the counter, securing it there with a clip and back down to the disposal connection. The hose is secured with a pinch or gear clamp.

Both the dishwasher and disposal unit's instruction manuals should show how to do this.