I have created 5 accounts, do they all need to have seperate zoho accounts as well?

I have created 5 accounts, do they all need to have seperate zoho accounts as well?

I just created some sub accounts on my zoho mail server, but when I give the user name and password to the individuals and they sign in, they are told that this is their first sign in and that they must create a zoho mail account.
 
Is there any way to avoid that and just use the account name that I created for them with my domain name?