If I have Yone in base and play Blade of the Ruined King, must I still kill a unit to attach? If there is no unit, I cannot attach it?

Yes, you must still kill a friendly unit to attach it, and if you have no other friendly unit besides Yone, you cannot attach it.

Here's the breakdown. Playing Blade of the Ruined King (putting the Gear card on your board from hand) does not require any kill — the Gear simply enters play normally.

The Equip ability is a separate activated ability. Its cost is [C] plus "Kill a friendly unit." That kill is a mandatory part of the cost — Weaponmaster reduces the power cost by [A], but does not bypass non-resource costs like the kill (FAQ #5147).

Per FAQ #1747, you cannot kill the same unit you're equipping. You need at least two friendly units: one to kill for the cost, and a different one to receive the equipment. If Yone is your only unit on the board, you have no legal way to pay the Equip cost, so the ability cannot be activated.