Hi Amit
You will need to install SQL server other than SharePoint if you are going for single server installation mode. It does not install sql express anymore. More details here:
https://social.technet.microsoft.com/Forums/en-US/d558f495-7804-4f91-8a93-c9f82ddef273/installing-sharepoint-2016-as-standalone-single-server?forum=sharepointgeneral
Thanks
Mohit