Yes, installing downloads the eSIM, so the phone needs internet at that moment: Wi-Fi, or data from your home SIM.
Best time to do it
At home or at your hotel, on Wi-Fi, before you travel. Your plan only starts when the eSIM first connects at your destination, so installing early costs you nothing. When plans start.
Forgot?
Airport or café Wi-Fi works too. Install it there, then turn on Data Roaming for the kimsim line.
Once it's installed
You don't need Wi-Fi again. The eSIM connects to the local network on its own when you arrive.
Stuck? Don't delete it. Restart your phone first.