Yes, you do, but it will likely be very simple and perhaps a "Lack of Form" type rather than a full investigative formal case. Check with your pastor to get started. If the celebrant at the wedding was a Christian minister, it may involve more, but if you were married with no preparation from your parish and without a priest it should be relatively simple. Not necessarily quick, but simple.
My annulment was a formal case and took 2 years 4 months to complete. Best wishes!