Even if you could get a house without insurance (which will never be a financed one) you would be unwise not to have it insured at the moment of purchase. Anything could happen. The house could even burn down before you took possession of it ( moved in). Nothing says a house can never burn down after you sign the papers and before you move into it. Stuff happens in life not all of it good.
Yes, whenever any mortgage is involved, regardless FHA or not, home owner's insurance is always needed--contact a few insurance companies, get estimates and choose the product that best suits your need.