No. You don't need HCP to apply under EE.
Express Entry is a federal program which you can apply to directly. You friend is right in that applying directly to EE is cheaper and faster than OINP employer offer stream.
EE is a point based system meaning whether or not you can receive an invitation is based on how high you CRS score is.
If your score is higher enough and get an invite under CEC, you pay once to the federal government for your CEC application.
If your score isn't high enough but you get an invite from OINP, you can choose to apply for HCP which, if successful, will grant you extra points which would in turn land you an invite from federal government. But in this case you'll need to pay twice, first to OINP for your HCP application, then to federal government for your CEC application.
No questions are stupid. It could be very confusing when you first started researching.
I'd suggest you calculate your CRS first and see where you stand.
http://www.cic.gc.ca/english/immigrate/skilled/crs-tool.asp