Yes you have to warp to them, and they are surrounded by big walls so you cant leave. but i think they are worth getting.
You might want to do all the freeskate online activities. Unless you dont care about getting all of them, or the achievement. I did them after i downloaded the DLC and the achievement didnt unlock. So i had to delete the DLC and do a freeskate acitivity and i unlocked it. No big deal, except for when i redownloaded the DLC, it didnt save anything i had done in the DLC and i had to do the challenges all over again.