Security and https

I did not see a relevant category for this posting... please forgive me if it is not accurate.

I am trying to get an understanding of the "security" associated with my forms/data in Zoho Creator.

I have seen the option to select for "https" under settings.

My specific question relates to when I embed a form and/or data on a separate website:

Do I need to further get an SSL Certifcate within my site to truly protect the data that is sent to Zoho via a form on my site or displayed on my site from data in Zoho?

I am happy to clarify further...

Thank you.