Locally advanced prostate cancer! does it have to be confirmed by a biopsy?

Yes- generally : With along imaging studies and increased psa, biopsy is typically recommended to confirm diagnosis.

Options for: Therapy depend on gleason score, extra-capsular exxtesnsion, and symptoms, so the biopsy aids and secures a foundation. Some consider adjacent nodes "locally advanced". Sadly, some present with distant bony disease, and biopsy is always suggested along with psa to monitor progress of treatment approaches.