Just like in real life, you must have the respective license of the vehicle you are driving if you want to be doing a legal drive. For example, if Im driving a Helicopter I need the Flying License. If I want to drive a car I must have the Driving License. However, if I don't have the license of the vehicle Im driving I will be driving ilegally and you will be committing a crime.
We suggest you buy your driving license right when you start from.
To buy your licenses just head to the DMV