Yes, you need to peel and core the apples for apples pie. Though there may be an occasional recipe that calls for unpeeled apples, generally the peels will be a little too tough in a standard apple pie. Have fun baking and don't forget the ice cream - always go a la mode!
It is suggested you peel your apples before making an apple pie although some recipes do allow you to leave the peels on the apple. Most recipes require you to peel, core, and slice the apple very thin discarding the apple peel.
You do have to peel those apple for that great apple pie. If you don't there will be many seed s and the aple core it self left in the pie. This will make for a very rough eating pie. You can buy apples already pealed and sweetened for apple pie filling. Eat well.