If you want to try clipless, you'll need shoes with cleats. [digression: I can see where the name "clipless" needs to evolve soon. There won't be anyone left who remembers toe cages under the name "clips" and "clipless" will seem even more back-asswards than it does now. How can you clip and unclip from something that's clipless????]
But back to the question -- yes, you'll need shoes if you want to try a bike with clipless pedals. Some bikes come with reversible pedals -- clipless on one side and flat on the other. I have such on my bike, since I sometimes ride it on my way out to the woods for a hike. I don't go hiking in my bike shoes and don't have bike cleats on my hiking boots, so must have a flat side to the pedals. However, if I had two bikes -- one for road riding only and one for commuting, heading out to hikes etc., I would not have reversible pedals on the road bike. They don't _always_ wind up clip-side down, but it is something of a nuisance to be fumbling with my feet trying to feel which side is up, find the clips and clip in, all the while keeping my eyes on the road. I have learned to do it, but it took some practice and is still a bit of a nuisance.
All that said ... you could maybe try shoes too while at the shop. I imagine not all shops will be accomodating. Different pedals take different cleats and they might not be willing to attach and detach them. Also, new shoes often come with a bit of sole covering where the cleats go, and the shop might not be willing to take that cover out until you buy the shoes. But if you find just the pair you want and buy them, a shop with good service ought to be willing to put cleats in so you can try out different pedals and bikes.