When do I need to use a kiln for lampwork?

I'm looking into doing lampwork; I especially want to learn to make pendants, beads, and tobacco pipes. The only thing I can't find much info on is using a kiln. I've found some sites that say to put your finished work in the kiln, but I'm not sure how long to do this. Is it necessary to put a finished piece in the kiln, or at least is it necessary to put the things I want to make into a kiln? What's the point of using one in the first place? They're expensive and I don't want to buy one unless I absolutely have to.