Do I need to be in a relationship?
No, is the short answer.
You may be in a relationship, but you want to participate in therapy by yourself.
You may be in a relationship and want your partner to attend, but they may refuse.
You may feel that issues in previous relationships need to be addressed before you start another relationship.
You may never have had an adult intimate relationship.
You may have multiple adult intimate relationships.
You may want to work on issues relating to early relationships, for example, how things were for you as a child or adolescent.
You may want to work on your relationship with yourself (that may sound odd, but arguably it's the one that affects everything else).