Not always...most installers allow you to silently install by adding extra commands to the install. So for instance if you're installing Nero, and the install file is nero.exe you would normally just double-click it to install.
But, if you want to install it silently, then you would add extra commands at the end like this:
nero.exe /SN=1111-2222-3333-4444-5555 /WRITE_SN /SILENT /NO_UI /NOREBOOT /NOLICENSE
Each "/" is followed by a command...all of these are determined by the people who made the setup, so you have to research and find out what commands are avalible. You can use the search feature here and find most everything with a little bit of leg-work.
The next question is to figure out how you want to execute that. You could simply put that line in a batch file and run that, or you could use one of the several methods indicated in the
Unattended Guide that will allow you to accomplish the same thing.