Do I have to get treated if I have genital warts or will they go away?

Usually go away. 80% of women with genital warts will have spontaneous resolution with-in 12 months. However, treatment with one of the current immune system modulating medications specifically intended for genital warts can decrease that time to a few weeks or a couple months for most women. Genital warts are not usually painful, but if the warts are painful, treatment for a quicker resolution is warranted.
Absolutely yes. Absolitely yes! If for nothing else you should have this looked into confirm the diagnosis and receive appropriate counseling about care and future management.