Not necessarily. You may legally demonstrate handgun proficiency with a borrowed or rented handgun. If you borrow a handgun and are transporting it to the class/range: The handgun must be concealed (unless you have a license that is recognized by Texas, in which case it must be in a belt/shoulder holster). During the class, the firearm must be left in your vehicle or brought into the classroom (only if cased and unloaded).
Your instructor will also rent a 9mm handgun for $25/per person for the range qualification, advanced notice is required and the rental fee must be paid prior to class day. If you are renting a handgun from your instructor, you will need to bring 50 rounds of 9mm ammo. If you don’t have ammo, you may purchase ammo for $30/per 50 rounds.