The almond flour won’t sift as is
No, you do not need to grind almond flour. The sifting is to get rid of clumps; I would take it for a spin in a food processor to get rid of them.
You can totally use almond flour - I have never ground my own almonds and made plenty of well-footed macarons. I would sift the almond flour though. The recipe I use calls for sifting the almond flour with sugar, and I think that helps make a smooth cookie. I would be careful food processing your almond flour, you don't want to make almond butter by mistake.
What kind of almond flour and/or sifter do you have? Your grocery store variety of almond flour should sift fine through a regular baking sifter.