No, but most people like to have them. It's bassically a smaller tank, often in the sump with the skimmer/pumps/heater. People use it for keeping fish when they are sick, when they are adding the fish to their tank(QT, I think), when they have fragged corals (Etc...). Bassically I think it's just a smaller tank that is NOT a display tank that people use for things seperate then a display tank.
Some of what I said may be false, but I'm pretty sure that's all what a Fuge is for.