Do I need a headphone amp for my SennHeiser HD650s if I have a Cakewalk FA-66 audio interface?

That is a nice interface - I am sure it will drive those headphones just fine. "Pro grade" equipment like that almost always comes with a nice beefy headphone amp because many musicians and engineers like to monitor LOUDLY (and many are going deaf). I'll bet you will be very happy with it.