
No, they're not essential by any means. If you're rearing a litter in an outside kennel or barn, then yes, they would be needed. But it's easy enough to make a room in a house quite cosy enough.
I find the best thing is to have either a roofed-in whelping box, or put the box under a table, and put a blanket over the whole thing to make an enclosed den within a room. The bitch's warmth keeps that very snug - in fact sometimes you need to lift one side of the blanket to let the heat out!
:)