Well it doesn't specifically have to be a window but it DOES need to be vented somewhere. The air blowing OUT of that hose gets very hot so you DO NOT want it just blowing in your house.
Also, this type of ac is better in smaller rooms. If you plan on using it in a living room in hopes that the air will circulate through out the house, it's not gonna happen.
Honestly, you're better off buying a window unit. They are more efficient and cost less