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Since IOTA transactions are free of fee, so do we need to setup a "micro-payment channels" similar to what we have in Bitcoin? (For example "The bitcoin lightning network" or "Duplex Micropayment Channels")

Because we usually use such payment channels to save transactions fee.

So, why do we need to use ex. flash channel in IOTA ? Only to accelerate transactions ?

I am right ?

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Yes, one reason is to accelerate transactions i.e. make almost instant transactions because no proof of work is required but they have a second advantage: offline transactions because one doesn't need to be connected to any full nodes to send Iotas via Flash Channels.

One use case for Flash Channels are for example EV charging stations because they allow you to pay while charging and not in advance.

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