Monitors are usually 'plug and play' with modern versions of Windows. (Some old versions of Windows might require a driver to be installed, as might Macs or computers running Linux distros).
However it's possible that the native drivers built into Windows might not provide the very best performance that a monitor is capable of (particularly if the monitor only came onto the market recently), so then a driver installed from a disc (or, to ensure that you're using the very latest driver available, from an internet download) might be the best one to use.