No, just include the jar in your project and the following, to compile code:
MavenCli cli = new MavenCli();
int result = cli.doMain(new String[]{"compile"},
"workspace/MiscMaven",
System.out, System.out);
System.out.println("result: " + result);
Per a comment, here's how you add the dependency to your project. This does not install maven on your system, merely includes the JARs in your project build:
<dependency>
<groupId>org.apache.maven</groupId>
<artifactId>maven-embedder</artifactId>
<version>3.3.3</version>
</dependency>
<dependency>
<groupId>org.eclipse.aether</groupId>
<artifactId>aether-connector-basic</artifactId>
<version>1.0.2.v20150114</version>
</dependency>
<dependency>
<groupId>org.eclipse.aether</groupId>
<artifactId>aether-transport-wagon</artifactId>
<version>1.0.2.v20150114</version>
</dependency>
<dependency>
<groupId>org.apache.maven.wagon</groupId>
<artifactId>wagon-http</artifactId>
<version>2.9</version>
</dependency>
<dependency>
<groupId>org.apache.maven.wagon</groupId>
<artifactId>wagon-provider-api</artifactId>
<version>2.9</version>
</dependency>
<dependency>
<groupId>org.apache.maven.wagon</groupId>
<artifactId>wagon-http-lightweight</artifactId>
<version>2.9</version>
</dependency>