Do I have to create a Shipment to move inventory? (Advanced Inventory)

No, you do not have to create a Shipment to move your inventory. You do have the option to Transfer it.

When you Transfer inventory, there is no in-transit period and the Merch Rep on the road does not receive any Shipment or Transfer notifications. The inventory is immediately moved to the new location in atVenu. 

See also: 

• How do I transfer merchandise to a Trailer or Warehouse?
• How do I ship merchandise to a Trailer or Warehouse?