Do I have to buy Tickets before coming there or I can buy the tickets when I get there

You can buy them there but it will be cheaper online. You can also leave your tickets on your phone. No need to print them out.

You can call or buy online

No, you do not have to purchase tickets in advance. (online offers you discounts if you do purchase in advance but it's nonrefundable). You can make a purchase when you arrive.