Do we need ufw in gcp? or gcp's provided Firewall is good enough?
Depending on what you want to achieve you have a choice to use firewall at VM Instance level or GCP level.
Google Cloud Platform blocks some traffic for security reasons - such as GRE, SMTP (egress traffic to port 25) and some other less popular protocols. You can find more information on always blocked traffic in GCP.
Furthermore - by default if you create a VPC network ports 22 & 3389 are blocked. You have to allow traffic in/out when creating instance or create a proper firewall rule later. This is also done for security.