Yes, you will need to download the Osmo Math Wizard app in order to access your Math Wizard games. Since each Math Wizard game is unlocked directly in the Osmo Math Wizard app, it is not possible to access the games from outside the app.
The Osmo Math Wizard app is available free of charge from both Apple and Amazon App Stores:
The Osmo Math Wizard app is home to Sky Castle, where you can place rooms that lead to all of your Math Wizard games. To play the games included in each Math Wizard box you purchase, you’ll need to use your postcard included in the box to unlock and place the rooms associated with each game into your castle.