Do I have to back up my iPhone to my MacBook hard drive?

You can back up your iPhone to iCloud. There's a setting on your iPhone that tells it to make automatic backups to iCloud when it has power and a Wi-Fi Internet connection, and I would strongly recommend enabling it. If you're in the habit of leaving your iPhone on the charger overnight, your home has Wi-Fi Internet service, and you also have enough iCloud storage space, this makes backups "set and forget" – and greatly reduces the odds that if disaster strikes, you'll find that you haven't made any backups for the last 8 months.

Back up iPhone - Apple Support

Backup methods for iPhone, iPad, and iPod touch - Apple Support

How to back up your iPhone or iPad with iCloud - Apple Support

If you use iCloud synchronization, backups will not include data that is synchronized to iCloud. The idea is that the master copies of synchronized data in iCloud, themselves, can serve a similar purpose to a backup.

If your phone has just fallen into the street and been run over by a truck, you won't be able to see what is in iCloud backup files or manual backup files stored on your Mac right away. You'll need to get another iPhone, then restore one of the backups to it, wiping the current contents of that phone in the process.

On the other hand, you can see most data synchronized to iCloud by logging into https://www.icloud.com/ . And of course, using iCloud synchronization makes it easy to share data with other devices like Macs and iPads, so photos you take on your iPhone automatically turn up on your Mac (for viewing, editing and printing) … while digital camera photos you import on your Mac automatically turn up on your iPhone (for showing to, or sharing with, others).