Do I need to leave the light switch turned on all the time for a motion sensor to work?
Unless the sensor/light is connected directly to power, the switch will always have to be in the ON position for the light to come on.

The switch is installed to interrupt the ungrounded (hot) conductor, so that when it's in the OFF position no power goes to the light.  If you want power to the light, you'll have to leave the switch on. 

In other news, some motion sensors use switch toggling to change modes or settings. So turning the switch off/on could cause the sensor to change modes. 

Read the documentation that came with the fixture, to determine how to properly operate the sensor.