Yes, you need an embroidery machine.
However, if you don't have the die, you can use them as traditional embroidery machine applique. You have to cut out the stitch lines after you stitch down the shape. Still need the emb machine.
FYI: Watch the stitch size on some of them. Starfish shape missed the applique fabric edges. Best to stitch out the design placement step and make sure it fits the applique. I had to re-size files. It could have been my machine and transfer of files. Best to check "before" you start the embroidery project.