Do Muslims have to follow a madhab(sect, Muslim school of law or fiqh) ?
There was no madhab when Muhammad (a.s.) was alive.
In the essentials of belief in the Quran there is nothing about madhab, religious communities or tariqa (order).
The Quran doesn’t mention any madhab.
No madhab could be identified with Islam.
‘‘Surely they who divided their religion into parts and became sects, you have no concern with them…’’ (The Quran, al-Anam  159).