Do I have to build a package, when I want to run a node?

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Quick answer: It is enough to make a launchfile, and it doesn't matter where you put it, as long as you have the compiled (in the sense of ready to run) node.

I'll try to shed some light on the "Do I have to build a package" part:

• If you have a node installed as binary (e.g. via apt), you can run it directly without having to build a package, the package and the node are installed.
• If you have the node only as source-code, you obviously have to compile the node, but as @gvdhoorn said, this technically doesn't need to be in a ROS package, even though I'd recommend you do that. (And actually, all tutorials and any prepared repositories will provide ROS packages).
• To be able to use roslaunch, a node needs to be in a package. Otherwise, the <node> tag will not work due to the required pkg arg.
• The roslaunch file doesn't need to be in a ROS package, as long as you call it like this: roslaunch <Path/to/launchfile>. If you put it in a ROS package, you can call it as roslaunch <PKG> <LAUNCHFILE>.