Yes — an internet connection is required.
KeepMyNumber is a VoIP-based app, meaning:
Calls to your original number are rerouted through the internet.
You need to be connected to Wi-Fi or mobile data to receive calls.
This ensures that no matter where you are in the world, as long as you have an internet connection, the app can deliver your calls.
Both mobile data (4G/5G) and Wi-Fi work. The app will use whatever is available and strongest.