Yes, for each data subject you are required to demonstrate how and when consent for the collection, processing, or sharing of personal information was obtained. A cookie banner is the quickest and most informative way to get cookie consent.
The GDPR sets particularly high standards for consent recording. You are required to obtain a positive opt-in concerning each collect data purpose. You can’t rely on pre-ticked boxes and visitor passiveness. Instead, you must display empty boxes for each data collection purpose and ask the user to select those they agree with. If permission is granted you are then allowed to inject cookies into their computers, given that you document and store their consent.
If a user asks to withdraw their consent, you must make the opt-out as easy as the opt-in. Upon request, you have to remove their consent from the records. Good cookie consent management makes this process effortless.