I am an international student. Do I have to use Practical Training (F-1) or Academic Training (J-1) before I can get the H-1B?

Not necessarily. However, most F-1 or J-1 students will find it advantageous to obtain Practical Training or Academic Training to begin working as soon as they are offered the job since cap subject employment may not start until October 1st, and since H-1B employment may not be possible due to the cap.