Do I need to keep receipts
You are required to keep evidence and records.
This is important to back up what you have earned, and what you have spent. It can be stored electronically or on paper. untied Pro offers you the chance to add evidence to each transaction (click on advanced in the app). But you don't need to.
The main aim is to be able to find evidence should you be asked, rather than being able to associate each transaction directly with evidence. So for example, if you know you have a travel booking in your email (and are robust about not deleting your emails), you will be able to find it if asked. Or if you have all your significant receipts for a period in an envelope, you'll be able to go through them if needed. As a rule of thumb, you should expect to have to keep records for around 7 years.
HMRC does not explicitly require paper receipts. Evidence could include bank transactions and other sources.
Here is a video showing how to add receipts to transactions: