Freeplay CM3 Users:
Keep in mind that the Raspberry Pi Compute Module 3 that is included in your kit does not have any WiFi built in, so you may want a USB device like this.
Freeplay Zero Users:
Keep in mind that if you are doing a build using a Raspberry Pi Zero W, you will already have wireless built in and therefore may not require a USB device like this. If you are using a Raspberry Pi Zero, then you may want a USB device like this, especially for setting up your system.