Yes.
You can play a backup on a Dreamcast without anything but the backup, but it has to be a self-boot backup as in .cdi. If it isn't a self-boot backup, you need to use a Boot Disc. One that I recommend is the Utopia Boot Disc, which can be found easily by using Google. This boot disc is self-boot, so it can boot non-self-boot games. It can also be bought on the internet but there is no point.