If there is no built-in resistor (that page doesn’t mention one) then yes you need one, the value of which depends on the voltage drop. If you are using 5v a 50 -150R resistor will do, in series with the LED.
The switch has a COM (common) connection, a NO (normally open) and a NC (normally closed) pin (all marked on the body). One of the pins should be (NO or NC) should be connected to an Arduino pin, the other to 5v or ground depending on your logic.
Frankly, if this is stopping you then you need to understand a bit more about the Arduino - get one, upload the blink program and move on from there. Read up on ‘pinMode’ and ‘digitalRead’ which you will need too. All documented on the Arduino.cc web site reference.