Yes and No.
Yes If you're using the single port POE Injector (APOE02-WM) you must use a power supply. The power supply connects to the POE injector and injects power across the Ethernet Cable to your POE capable unit
No If you're using either a POE Switch(S8/24/48) or a 8/12 Port Rackmount POE injector a power supply is not required to power the unit as power is supplied by the injector for all the ports.
If you have any questions regarding POE solutions, contact your Datto Sales rep or submit a ticket request.