Yes. You either need SSRS installed on a server with the reports hosted there and link directly to the report URL or otherwise use the SSRS ReportViewer or Crystal report Viewer to embed a report directly in your application but for that you need outdated ASP.Net Web Forms. For the latter you could possibly with ASP.NET Core app link to a reportviewer on webform via iFrame but I am not sure how to pass authentication between the two technologies as they don't work together and have incompatible security setups that can't be shared.
I noticed most clients these days prefer Power BI for reporting for cloud hosted apps. Microsoft has coined a new term call "Citizen developer" to entice admin staff to their cloud offerings like Power BI, Power App, Power Automate etc.