As the other guys already told you, you do not need any other device.
I also prefer some "external" IRs instead of the Helix stock cabs. But it means only that you have to find them (some free ones, but many good ones are available for little money, and they are worth it), and with the software connecting your PC to Helix, you just import these IR files into the Helix. IRs are just small wave files giving you the typical frequency response of some specific speaker + mic.