Yes, you do. You can test this by turning off Wi-Fi and trying to open the map. It will be able to tell you where you are, but not how to get somewhere (unless you loaded the map beforehand).
It depends on what version of iOS you are running. iPhones running iOS 8.2 or earlier will turn the GPS off when Airplane Mode is enabled. iPhones running iOS 8.3...
There should be a colored circle in the lower right-hand corner of the screen that allows you to change the color you're using. If you don't see it, tap on...