Do I have to format a usb drive to use it with y MacBook Pro?

Usually not; some things require that it be formatted as Mac OS Extended (Journaled) or APFS, and only drives specifically intended for Macs will come that way out of the box.

Time Machine will reformat the drive itself if it needs to.

(237312)

that would depend on what filesystem it is formatted with now, if it's ntfs it would be read only for non windows machines