3 Answers
+ 3
Well it is beter to download the software as you can use other programmes such as Pycharm or Anaconda for extra features and more visibility. You can also make a single file for each function for readability and traceability.
If you are a beginner and just messing around than the sololearn playground might be enough.
+ 3
You need it because you can work with GUI based applications with the help of python if you want to work with pygame,tkinter etc you need such good python ide sololearn playground is not enough pycharm is best for python.