You will need to ‘bootload’ the microcontroller if you purchase the Atmega 328 microprocessor chip from Digikey or another components supplier. If you wish to skip the bootloading process, you may chose to purchase the slightly more expensive pre-bootloaded Atmega328 from Sparkfun.
If you are building several UPODs or have a bootloader already, then it may be advantageous to bootload the Atmega chip yourself. There are many flavors of bootloader such as the USBtinyISP from Adafruit or the AVR ISP mkII available at Digikey.
To bootload the microcontroller:
This tutorial also has a good rundown of the bootloading process (scroll to the bottom).