does the above metined programmer support atmega8
Yes. Or to be precise, it supports any chip that in turn supports In Series Programming.
does it require pony prog
Any hardware programmer (like Mini AVR Programmer-USBASP) requires software (like PonyProg) that communicates with it from PC side. So, yes, You do need it (or any other compatible software).
If You are just following a tutorial, then use software You are told to use to make things less troublesome, however if, at some point, You want to start writing Your own code, You might want to switch to something like Atmel Studio tool-chain.