Ditto.
I've never used an anti-static wristband when building, just ground yourself on the case before beginning.
DO NOT put dryer sheets in your case, that'll screw it up if anything.
Anti static wrist straps can help reduce the risk of you shortening the life of your components, and it can make sure you don't damage them. You don't technically need them, but I would really recommend them.
Touch something grounded before installation and you won't need one of those.. if you have static you can fry your components, but imo it's SO overrated theme to right now.. Don't worry, that doesn't happen in like 90% of the time..