No. Your chosen art materials - whatever you normally use - will work. Because I’ll be encouraging you to use the materials while you’re out and about, you may want to think about a ‘travel’ version of what you use already, or focus on sketching which you can then transfer into a different form (for example, if you are a sculptor).
If you have no art materials at the moment you can use whatever you have to hand - a biro, pencil, felt tip pens … they are all valid art materials.
The only thing I would encourage you to get is a sketchbook which you can use just for this course.