Hey David,
Welcome to the forum! Yes you need to heat treat a knife, no doubt... But you don't have to do it yourself.
If you don't have the equipment just send it out to someone who does it professionally.
There are several out there to choose from, but the one I always go with is a guy on this forum,
JTknives
.
Here's his website:
https://www.jarodtodd.com/
Also, read the "sticky" posts on the top of this forum. Basically all of the basic knife making questions you will have are answered there. Including how to heat treat 5160, knife design questions, handle questions etc. Etc. Etc.
Have fun!!