In short, you have to buy something but you have some choices to make.
That unit is going to require some kind of software to facilitate you using it to gather GPS data and then using it in your GIS.
If you choose to use TerraSync to collect your field data you will need to buy Pathfinder Office so you can transfer and convert the data you collect with TerraSync to your GIS.
There are other software options. You could use ArcPad - an ESRI product for field data collection. The advantage here is that ArcPad reads/writes ESRI data formats without having to convert them - but you still have to buy the software.
The GPS Analyst extension allows you use Pathfinder software to post-process data you collect using ArcPad inside the ArcMap environment. It's not integral to using ArcPad to collect field data - it just allows you to do the post-processing. IF that's important to you.
I highly recommend contacting a company that is a Trimble dealer, they will be able to work through the different permutations of software and GPS units and help you get what you need.