Keep in mind this is just a general thing, laws and requirements vary from city to city and state to state. But in general:

Yes, you would need a business license.

You would also need insurance, and something that covers you from liability. (Having a verifiable rank from an organization actually does help insurance rates or if you are able to get insured at all).

Of course you can forgo most of that if you are just piggybacking on to some other dojo, or an organization like the YMCA.

Then you just need solid liability protection (a well written waiver) and the approval of the place, then you fall under their business license and insurance.

you can contact chamber of commerce in yur local area for more info.