Do planets always have to circulate around a star?

Yes, they have to.

Explanation:

The planet is a celestial body that moves directly in an elliptical path around a star, not like a natural satellite does, which moves around a star orbiting another body at the same time. Also, it is a body small enough that no nuclear fusion can develop in it (otherwise it would be a star), but large enough for its own gravity to form it into a spherical shape.