Whomever owns the iCloud account to which the iPhone is locked would need to remove the device from their account.
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Yes, you do. You have encountered Activation Lock. Seems the previous owner has not removed the lock on the phone. Did you purchase this phone from an individual second hand? If so, return to that individual and have them release the phone. If they cannot do it, then ask for a refund, as the phone will not activate for you, and is worthless.
If you have some other issue, then please explain.
Question: How do I fix this