A plain hard disk cannot store data until it is formatted into some file system. We have different file systems like FAT32, ext2, ext3, reiserFS
(Comparision of File systems).
Also sometimes if it is needed to segregate and store such that they remain and operate independently. Then its recommended to create partitions(using some filesystem) for multimedia, softwares etc. Also its better to leave a partition for OS Program Files so that in case if the OS crashes and it needs to be formatted, other data can be left safe by formatting just the OS partition.
Anyways its not mandatory to have multiple partitions. But the hard disk must be formatted into atleast one partition in some filesystem that the OS you are wishing to install can read. For more details, plz check the below link: