Yes, you NEED antennas, powering the device without antennas connected might result in damage to the device, the transmitter needs a given minimum impedance on the connector, if you want to fiddle with the device without antennas, you need to use either common wi-fi antennas or terminators on the antenna connectors.
The matter is dicussed (among many other places) here:
http://forum.mikrotik.com/t/antenna-for-the-netmetal-ax/183391/1
http://forum.mikrotik.com/t/wap-coverage-picture-included/179859/1
http://forum.mikrotik.com/t/netmetal-ax-antenna/182772/1
http://forum.mikrotik.com/t/netmetal-ax-antennas/182113/1