When do we need to run a Java application in a container?

Lately I started to learn Java EE and related technologies and there are some concepts which confuse me. Somewhere I read that whenever one is building a Java EE application then it is sort of mandatory to use a container.

Currently, I am learning Spring framework and trying to build a small application with it to get hands-on. Now in that I am not sure if it is mandatory for me to use a container (say Tomcat) or it depends application which I am building that I need a container or not.

If it depends on the application that one is building, then what are the factors which help to decide whether a container should be used or not?