If you aren't going to use the appliance, you'll need both the cs50.c and cs50.h files.
Here is cs50.c
Here is cs50.h
For specific OS-based instructions on how to use the CS50 Library in your own programs, please read the appropriate section of the CS50 Library Manual on Harvard's site. (Thanks Raphael for the comment.)
You may run into problems not using the Appliance so I would recommend that you use it unless you have some really good reasons not to. It's set up so that you don't have to worry about the environment.