Yes you need an amplifier. The empeg has 4 (front-right, front-left, rear-right and rear-left) low level (4V) outputs when docked in the car. These (or at least one of the front or rear pairs, if you only use one pair of speakers) you need to connect (using RCA-cables) to an amplifier capable of driving your speakers.
If you have another headunit in your car - and the space to mount the empeg in addition - and this headunit has auxilliary inputs, you could use that headunit as the amplifier.
Check out the installation part of the
FAQ at
http://www.riocar.org
/Michael