Yep.
If you want official Garmin maps, you have to download Garmin Express on your computer. When you connect your Zumo, it will figure out what firmware updates and maps are available to you. If your Zumo is an LM (Lifetime Maps) model, the map updates will be free of charge for your home region. If isn't an LM, then you have the option to either pay for an updated map, or decline the update.
Having said that, there are unofficial maps on the Internet that are more detailed and better than the Garmin maps. Plus they're free too.
Google "OpenStreetMap" and "Garmin".