You do not have to buy the train ticket in advance but you may be able to get significantly cheaper tickets online from the First Great Western website if you do. The discount tickets are usable only on the specific journeys you choose in advance.
However, it worries me how casually you are talking about visiting Highclere. The house is open to the general public for only short periods every year and due to the Downton Abbey effect tickets tend to sell out very quickly when they are put on sale, some considerable time in advance. Try searching some earlier topics on this board to get an idea of the obstacles.