Yes, to use native i/o you will need additional logical files.
Phil is generally right. If you must use native I/O, you might need a number of additional logical files.
This is one reason that SQL might be used instead of native I/O. You can use a dynamic statement to specify an ORDER BY clause for any columns you need. This is also a possible place where OPNQRYF might be used.
With either SQL or OPNQRYF, no keyed logical files, nor INDEXes, are actually required. They would be used to reduce response times and to reduce the chance of temporary index builds at run-time.