No, you don't HAVE to create the vzw address, but you can.
Rebo, the icon on your BB could be hidden, or in a folder. (unhide--press ALT and the menu button to SHOW ALL). It could be in the Setup Folder, if you have such a folder on your BB.
And you can sign in to your account at the website from any computer.
Where can I log into my BIS account? - BlackBerryFAQ