Hi YoTa_1693656 San,
1) Is it necessary to download .hcd file for hci_audio_gateway demo?
A) No, it is not necessary to use .hcd file to test hci_audio_gateway demo. .hcd file is used to download application to RAM where as .hex to flash. Only thing is if you are using clientcontrol to download the application, only supported format there is .hcd . If you download the application directly from WICED SDK also , you can just open client control -> open port and start discovery & other operations. You don't have to download the same application again by client control via hcd file.
Thanks & Regards,