yes. the diodes are needed. if not, one leg of the switch is not connected to the matrix, so nothing will register.
the diodes are directional. think of them as a one way valve, electricity can only flow one direction. there is an anode and a cathode (see diagram below)
the stripe of the diode (the cathode) gets soldered to the square pad on the pcb. all of the ones that the labels begin with D underscore "D_" are where you put the diodes.
thanks kairuwu for the pics
it helps to pre bend the legs down to go through the holes
credit: keeb.io - iris pcb/diode shot
if you solder in your diodes before your switches, you'll be able to test the pcb before soldering the switches in.
you could actually test it without the diodes, but you'd need to short one of the switch pins to the square diode pin.