No, you don't have to. A pre-stamped return envelope is supplied in the package.
You can simply drop it into a post box to return the product.
If you have lost the envelope, you can purchase one at Lawson or any post office, including airport post offices.
Please ask for a Letter Pack Plus (レターパックプラス). The price is 600 JPY.
You can request assistance at your hotel's reception.
The return address is as below.
Og inc (Sakura Mobile)
Zenken Plaza II 6th Fl.
1-3-13, Nishishinjuku,
Shinjuku-ku, Tokyo, Japan
160-0023