Should I put a nozzle on a rocket I am building?

I have built several rockets kits, and none of them had nozzles. I know they direct the expanding gasses when used, so I am confused as to whether or not I should use one. How much difference would it make?

There is a nozzle already. It is inside the motor, and is made of packed betonite clay. Do not add another nozzle, as you could put too much pressure on the body of the rocket or on the motor itself causing a CATO.
No, the motors have ceramic nozzles already, right?

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