The Cydia is basically an iOS software which enables the users of iOS to install and download apps and software on Jailbroken iOS device. So, if you will not install Cydia on your Jailbroken device then you will not be able to install and download software and apps on your device.
Therefore, it is very much important for you to install Cydia, if you really want to enjoy the restriction free access on your Apple device. The process of downloading and installing Cydia after Pangu8 Jailbreak is little complicated.