Are these necessary? The shop vac box doesn't say that they are. But why are they even available? The answer to this arcane question in shopvacology is that they are not necessary because there is already the filter but they are a damn good idea. Without them, the filter will become a dusty, gunky mess in no time and you'll have to make a cloud of dust to clean it. So do buy the vacuum bags. It will make the job a heck of a lot cleaner and easier.
Tip 2: Home Depot shop vacs, which I personally like a lot, require one simple Phillips screw driver to assemble.