not sure about Pro, but on 8.1 regular yes you do. it's a small bootable utility that allows Win to recover the system image from another drive onto your new/replacement drive.
MiniTool Partition Wizard (free) can be installed, and then you can clone the partition you're using WITHOUT needing a separate USB stick. it'll reboot, keep the code in memory, and do what needs to be done. OR you can create a Live USB to use it on ANY machine and ANY operating system.
to clarify, i'm referring to the System Image / System Restore function, which clones your operating system with all installed programs etc. a BACKUP can be just a direct copy of your personal files. terminology should be clear here.
the Win8.1 USB needs to be at least 256Meg (and i have some "256meg" that are just a hair too small)
the MiniTool Partition Wizard Free 9.1 USB needs to be around 150megs, so a 256meg is perfect.
in either case, the USB gets WIPED to install the code, so you can't say "hey, i have a few megs here on this drive, i'll use a piece of that". no dice. has to allocate the entire USB stick.