No. Only if you feel that a normal diet is not providing you with all the essential amino acids (which make proteins), then a supplement is alright to use. I used protein rich foods after lifting weights and it made a significant and noticeable difference in the muscle growth. I ate canned tuna, poultry, and red meats after a workout. If you want to bulk up and build muscle, then try a supplement of protein for one month. If you feel that the supplement did not help make your muscles bigger, then do not use and waste your money. If you eat a varied diet, supplements and unnecessary.
Supplement is not necessary for workout in Gym. However, few people want to build muscles much quicker than the others, for those protein supplements are essential as normally it takes time to build muscles. But with a proper protein supplement your muscle tissues get faster recovery and it helped to grow them as compared in a natural manner. You can try various protein supplements such as Whey Protein, Glutamine Protein, Creatine. Consult an expert before taking the supplements for better results according to your body type.