No, you just need to plug in so as to get to the recovery menu. The recovery menu will appear on the phone as per the instructions in the link.
Of course, there's no guarantee this will fix your problem, and if not, then I'd look more closely at the app itself. Is it possible to try installing it on another device? Just to check, it's nothing to do with Halifax themselves. If it still won't download, then maybe it's a problem at their end in which you'll need to reach out to the app developers.