No, you don't have to use the filter cartridge they sell for them.
Many people take the cart and slice it open, pour out the charcoal, and use it that way (and only wash them off in tank water once in a while, to get the gunk off of it - like uneaten food).
Some don't use them at all, and instead will use filtration floss, or a hunk of foam, or even both if the filter can hold it all.
It's really up to you and what you are trying to achieve with it, from the three aspects of filtration: mechanical (foam, floss, the cartridge itself), chemical (phosphate, nitrate, et.al. removers, charcoal, etc) and biological (the biowheel, ceramic nuggets or bioballs that the bacteria can hang out on).
Even an empty h.o.b. filter would do some biological filtration, since the bacteria would have a little place to grow...but it certainly wouldn't be much.