Do we have to study abroad to get a job there in UK?

No, you don't always have to study abroad to get a job there, but studying abroad usually makes it easier.

Completing a degree in your target country often gives you access to a post-study work visa (like the UK Graduate Visa), allowing you to stay and work for up to two years after graduation. Without studying there, you'll typically need a job offer first to apply for a work visa, which can be more difficult since employers may prefer candidates with local qualifications or work rights.