yep - you will need to buy a separate ticket to connect the two ends. one of the reasons the fare is so cheap is this fact. however even after buying a transcon in econ (and upgrading to first) it will be much cheaper than the alternatives.
btw - if you buy this outside of the US and are not resident in the US you can buy a 3 or 4 segment VUSA pass for about $500.
AN/NZ/SQ offer a similar fare and you have to do the same thing.