yes, you need to create the results page before running the search wizard.
Create a new page and add a record set to it.
Create the results page display by using the bindings panel to show the information from the recordset.
Once the display has been created, add a repeat region so it will show all of the records being returned by your search.
Now you can run the DataAssist Search wizard, it will add the DataAssist search server behavior to your results page which will filter the recordset and create the search page.
another alternative is to run the DataAssist wizard, and have it only create the search and results pages.