No, you can do all variants. What they means is as follows:
Trigger but no conditions / rule: this is a simple trigger.
Conditions / rule but no trigger: this is a standard rule.
Trigger / conditions / rule: this is a “triggered rule” or a “conditioned trigger”, depending on how you think.
A trigger does its actions for any of its events.
A rule does its true actions after an evaluation changes rule truth from false to true.
A rule does its false actions after an evaluation changes rule truth from true to false.
A conditioned trigger does its true action after any trigger event where the rule is true.
A conditioned trigger does its false action after any trigger event where the rule is false.
The conditioned trigger does not concern itself with prior rule truth, unlike a standard rule.