Short answer, yes. You would want common anode LEDs.
Long answer:
A normal single colour LED has two terminals called the anode and the cathode.

The anode of a device is the terminal where current flows in. The cathode of a device is the terminal where current flows out.
The anode is connected to the power source and the cathode is connected to ground, often with a resistor between the LEDs cathode and ground.
This is an RGB LED:

As you can see there are four leads coming of it. If it was a common anode there would be one lead that is positive where you connect your power supply to and then there are three separate red, green and blue cathodes that you can independently connect to ground.
If it was a common cathode RGB LED there would be one common cathode that would be connected to ground and each red, green and blue lead would have its own power supply.
For your LED Wiz you want to use common anode RGB LEDs. You feed the LEDs anode power from your LED WIz and then each of the red green and blue cathodes is connected to the numbered terminals on the LED Wiz, usually with a resistor between the cathode and the terminals.
Hope that helps a little.
