Does the bridal party have to sit together?

You don’t have to, though it's common for the
bridal party to sit together at one long table. If you have an especially large number of attendants or you just don’t want a large table, you might use two round tables and split the group. It’s also nice to include their dates, especially if some are bringing people who won’t know many others at the wedding.
There are lots of other options, though. If you have a small bridal party and want to seat your maid of honor with all your best girlfriends, and your groom wants to seat his best man with all the college buddies, that’s fine too. If you and your groom are part of the same group of friends, and everyone knows each other, it might work out better to just seat all your friends at the same tables, regardless of who was in your bridal party and who wasn’t. Maybe you both have a lot of siblings and want to sit at the head table with them. It’s all up to you!