Hello Evert-Jan,
If you plan to activate the trial to an iLok dongle (so that you can then move it to a non-Internet-connected computer) then, no -- on your Internet computer you would just need to make sure that the iLok dongle is attached, use the 'Sign In' button in iLok License Manager (no need to use 'File | Open Your Cloud Session'), then launch Hauptwerk v5 on that computer and choose the option to activate the trial to your iLok dongle (not iLok Cloud).
Only if you were planning to use the trial exclusively on computer(s) all of which had reliable, always-on Internet connections might you instead prefer to activate the trial to iLok Cloud.
A dongle is needed if you plan to use the trial on any computer that doesn't have a reliable, always-on Internet connection. If you use a dongle then you would normally want to activate any licences (including trials) to the dongle (rather than iLok Cloud), so that those licences and trials can then be used on your non-Internet-connected computer(s).