All 10speed chains come with either a special pin (shimano and campy) or a master/quick link (wipperman, kmc, sram) You must follow their instructions and use their system. But however, you can omit the special in on shimano or campy and just pop in a quick link.
For all the other chains, you could get away with using a masterlink or just pushing in the chain pins. But if they provide you with a masterlink, why not just use it.
I have a rolhoff revolver chain tool that peens chain pins so if its 9speed or below, I really don't have to worry about special pins or masterlinks. But I do use the shimano pins and masterlinks because they make life easier