You indeed do as per our wonderful user manual clarifies for you!

The UMIK-2 is a UAC2 device and a USB driver is required. In addition, it installs a control panel to help manage the UMIK-2. 

If you need to both input and output audio via USB ASIO (e.g. USB DAC like a 2x4HD + UMIK-2), you will need to use ASIO4ALL. First, download it from and install it.