Yes, that is an indication of no UVs on the model. The reason it works on a primitive sphere is because primitives come with UVs. When you start to cut, extrude, split, etc a model, the new geometry you are creating does not come with UVs. Eventually, when you get a completed model, NONE of your geometry has UVs, as you are seeing.

I have a little freebie texture tutorial at my site if interested. Mapping UVs is a long, tedious process, but a necessary one.