Yes, i think its required for the programming of ESP32 chip. One end Tag-Connect "TC2030-IDC-NL PLUG-OF-NAILS " cable connects to PCB Board and other end connects to ESP-Prog board PROG 2.54 mm interface ( Program interface with 2.54 mm (0.1) pin pitch ) and that is connected to your PC or Laptop for Programming.
I am not sure if , at the moment , there is a better way to program ESP32 chips directly using USB without going through ESP-Prog board.