Not necessarily. You take it during discovery in a civil action. In a criminal case, you can give a statement under oath that is recorded if a party wants to preserve testimony. Usually, they take a statement and have the witness sign it, but there is nothing preventing them from calling in a witness and having them testify under oath with a court reporter transcribing the action. Usually, prosecutors use the grand jury for that. Defendants, or persons who are targets but not yet charged, don't have to talk. Witnesses don't have to talk for that matter, unless they are subpoenaed to a grand jury. A deposition in a criminal matter would be a voluntary thing, and would occur in an office with a court reporter taking down the testimony. I am not a criminal attorney, so there may be procedural nuances I am not aware of, but the above is my understanding.
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