Do I need a watch to track sleep stages with Health app?

I track most of my sleep apnea data through my CPAP machine with the myAir (ResMed) app. However, the app does not display sleep stage data (REM, light sleep, etc.) but says I can get that displayed from my Apple Health app. But do I need a watch or some other peripheral to get my sleep stage data into my Apple Health app?

[Re-Titled by Moderator]