Most likely, you do. If you have a 2009-11 RX w Mouse YES, 2009-11 RX w no knob/no mouse YES, 2012-15 RX Mouse YES, 2012-15 RX Knob NO.
The OBD2 wire is included in your kit (see your specific wiring diagram available at hamiltonmotorcompany.com/pages/manuals). It connects from your factory OBD2 port to the main Hamilton harness.
It helps us interact with your factory vehicle signals.