Yes, you should absolutely use a VPN with any 3rd party app like that. It uses torrents a lot and the owners of the movies/programs can see your IP and will contact your ISP. The ISP will send you a letter on their behalf (It’s law in Canada to forward it) however don’t reply to it. Usually they want you to admit and settle.
They don’t know whether you’re streaming or downloading in torrents, only that you are in the swarm and have been caught. VPN a must.