Just to be very, very, very clear -- you can't just use any old liquid you have lying around (water, milk, beer, whiskey, orange juice, etc). E-cigarettes, or personal vaporizers, are designed to use PG or VG based liquids (hover your mouse of PG or VG to get definitions), with flavoring and nicotine extract mixed in. It's highly unlikely that you'll find these liquids at your corner drugstore. Your local tobacconist might carry some, but more than likely they don't. Thus you'll need to buy online. A good place to start is where you bought your starter kit.
As for whether or not you need liquid, your starter kit should come with everything you need to get started (thus "starter kit"). Depending on what you got, it will either have several pre-filled cartridges (for models that use a separate atomizer) or several pre-filled cartomizers (atomizer and cartridge together in a single unit). These carts/cartos only last as long as there's liquid in them, and when they run dry you'll need to either replace them or fill them back up with more liquid.
Follow Numevexo's link above and all should be made clear.