You do not need to add refs first. If you select the constraint you want (coincident, parallel, etc), then the sketch entity you can select any appropriate geometry from the model to use.
Be aware, however, that how Creo & SW handle refs is different. SW is built around the idea of using whatever ref is convenient. If, upon rebuild, that ref is gone or not usable, the feature or sketch will fail and you can fairly easily redefine it to somethign else.
Creo is built around the idea of using the ref that matters and makes sense for what you are trying to accomplish. It will try to maintain those ref choices more tenaciously than SW will. If you are careful about what you choose, it works very well, allowing very robust models that respond well to changes. Casual ref selection will cause you trouble later as Creo tries to maintain those choices.
It's two different modeling philosophies, neither is superior to the other (though I certainly prefer the control I get in Creo), but understanding the difference will help you. If you drive Creo with the casual reference philosophy that SW rewards, you will be sorry. Conversely, if you try to build the kind of diligence into SW that Creo rewards, it won't matter much.
The point is, be very deliberate about what you choose as refs and Creo will reward you.