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17.10 Adding structure to forms: the FIELDSET and LEGEND elements [w3.org]
A fieldset is used to group thematically related controls and labels within a form.
Also:
[w3.org ]
The FORM element acts as a container for controls. It specifies:* The layout of the form (given by the contents of the element).
* The program that will handle the completed and submitted form (the action attribute). The receiving program must be able to parse name/value pairs in order to make use of them.
* The method by which user data will be sent to the server (the method attribute).
* A character encoding that must be accepted by the server in order to handle this form (the accept-charset attribute). User agents may advise the user of the value of the accept-charset attribute and/or restrict the user's ability to enter unrecognized characters.A form can contain text and markup (paragraphs, lists, etc.) in addition to form controls.
What do you expect controls outside of a form to accomplish?
I know that a fieldset alone validates but as it is the form that includes the mechanism for data submission that is of no practical importance.
My summary to answer your question: A form may but does not have to include a fieldset; a fieldset must be enclosed within a form for its controls to work.