Not necessarily. Pavlov used a bell - you can use whatever you want. A "yes!" or even saying "Click!" can be the marker of good behaviour. Or a visual cue, the list goes on....
BH, do some research into Classical Conditioning and Operant Conditioning. I like to use these terms, as people immediately think "fucking useless hippy bullshit" when the words "clicker training" pop up.
Good luck - I'm obviously a strong advocate.
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