If you only want to play around with tracks at home or in your private studio, you don't need a sample license. But when you want to produce and release a new song that contains a sample from Tracklib, you first need to get a sample license.
By getting a sample license and properly following the instructions, you make sure that original labels, publishers, producers, artists and musicians get paid, so it's a pretty big (and very positive) deal. Note that you cannot release your track before acquiring a sample license.