Neon is a third party client performing the same function as IBM's DB2 Connect. There are others, but Neon is one of the better known. All (including DB2 Connect) are extra cost items.
You have to have some version of mainframe client, except for the case of Type 4 drivers, which can access the mainframe without any extra software.
However, Type 4 drivers are only available with the newer versions. You did not state your version, so we cannot give a complete answer.