I don't think it's necessary, although you should try not to rely only on the subtitles as you watch. Try listening and matching what you hear with what you see - that way you can improve listening skills while also reading and building vocabulary. But even I sometimes put subtitles on English movies, because sometimes the sound is not clear or they have an accent. I don't think it's a problem - as long as you are doing something to practice the language, that's what counts!

I think that first we must use subtitles for understanding, but after we have to watch without subtitles.

Move to using subtitles in English along with hearing the English. The reading along with hearing is sometimes easier than going straight to only listening.

I don't think this to be entirely true. If you're at the beginning or middle stage of learning English then I believe that the subtitles will help you compare the word of your current language and English. However, once you are at a more advanced stage it will be a lot more helpful/useful to take off the subtitles and if there is a word you don't understand, write it down and look up the meaning of it and then revise it