Most Wii U Homebrew require an SD card at some point - in fact, Homebrew is almost always stored on the SD card and loaded from there.
Depending on what you need to use a custom firmware for, you may be better off using Haxchi's built-in CFW instead of Mocha. You will need an SD card to install Haxchi on your console, but when its installed, you can run it without an SD card.