Yes, you need a bearing race on both sides of the rotors. Are you installing new rotors? If so, they usually come with races preinstalled. If not, you will need new ones and a driver to put them in. Without a driver, you can drive them in with a hammer and brass punch on the lip of the race. The bearings need to be packed with grease, not just wiped with grease but packed. If you have new bearings that come with races (and the rotors have races already), you can discard the ones that came with the bearings. Also a good idea to put a coating of grease on the bearing bore inside the rotor to prevent any rust. Don't over grease though.
Speaking of grease, don't forget the grease seal on the inner bearing.
When tightening the spindle nut, go to about 20 ft lbs or so while turning the rotor, to seat the bearings. Then back it off and tighten finger tight, or just a hair more, before putting the stamped retainer on. Unlike sealed ball bearing hubs that need 180-240 ft lbs of preload or more, tapered bearings shouldn't have much, if any, preload. The retainer can be made to line up with the cotter pin hole by trying it on the nut in different positions. The slots are offset. Them of course, install the cotter pin and cap.
Just realized, maybe you are only changing the bearings and not the rotors? If so, then it's a good idea to drive the old races out and install the new ones that came with the bearings.