Do you have to attach to the wall

on wooden or a floor with no rug you may not need the wall attachment bracket, with a rug the thicker the rug the more you will need the attachment bracket, I go to Lowes Home Improvement and get wooden wedges which are 5/16 inch at the big end and about seven inches long then put them in from the front before loading the shelves

no you do not need to attach it to the wall

The shelf is self standing and does not need to be installed to a wall.