Do you have to put yeast in bread?

If you're using dried yeast, Yes. You can also buy active yeast in jars, generally in the refrigerator section and use that instead.

However, it doesn't technically rise in warm water, the liquid allows the yeast to be reactivated. You can then add this to bread dough and the yeast digesting the sugar in the bread give off CO2 as a byproduct which allows the dough to rise and gives it those characteristic holes.