In most cases, yes. While it's not absolutely necessary to have your domain registered through us (you can simply set the authoritative nameservers for your domain to our nameservers via your existing registrar, and have your domain resolve to your account on our servers). Some customers prefer the convenience of having us administer their domain as well as hosting their website.
In order to begin the transfer process, you'll need to contact the current registrar to verify that the primary contact email address is valid, and you have access to it, as a transfer verification email will need to be sent there.
Once you're sure you'll be able to recieve that verification email, you can have your current registrar unlock your domain for transfer, and provide you with an EPP code. Then, you would login to your client area with us:
and you can initiate the transfer under Domains > Transfer Domains to Us
You will need the EPP code at the time of the transfer, so please be sure to have that ready. The domain transfer will be $20, which is for a one year domain renewal; this will add the additional year on top of the current expiration date, so you won't lose any time on that domain registration by transferring.
So long as the EPP code is accepted, this would send a verification email to the domain's registrant contact address. Please follow the instructions in that email. Once that is complete, it typically takes about 5 days for the transfer to finalize.