No, you do not. You only install Active Directory if the system is going to be a domain controller. If it is a member server or a standalone server Active Directory should not be installed.
The DNS Server Role and the active directory is not installed till the adds service is started on the server 2008.if the service is not started(one needs to check the option under roles of the server)the active directory installation wont happen.this feature is only in 2008 not in 2003.The active directory works as service in 2008
Go to run and type dcpromo and follow the steps
Assuming you already have the Server Core running you need to add the role, as you would in other versions of Server 2008.
In Windows Server 2011 it is called Active Directory.
Active Directory was previewed in 1999, released first with Windows 2000 Server edition, and revised to extend functionality and improve administration in Windows Server 2003. Additional improvements were made in Windows Server 2003 R2. Active Directory was refined further in Windows Server 2008 and Windows Server 2008 R2 and was renamed Active Directory Domain Services. Active Directory was called NTDS (NT Directory Service) in older Microsoft documents. This name can still be seen in some Active Directory binaries.
Active Directory Domain Services. in server 2008 AD work as a service
ntds.dit
Active Directory Domains And Trusts console
dcpromo.exe command line tool :source 70-640 windows server 2008 book pg.25
The following changes are available in Windows Server 2008 R2:Active Directory Recycle Bin Active Directory module for Windows PowerShell and Windows PowerShell™ cmdletsActive Directory Administrative CenterActive Directory Best Practices AnalyzerActive Directory Web ServicesAuthentication mechanism assuranceOffline domain joinManaged Service AccountsActive Directory Management PackBridgehead Server Selection
Active Directory
Restartable Active Directory