Yes you have to take it off and no you don't have to remove the wheel. You do have to remove a plastic guard attached to the swing arm, and you have to raise the caliper to its most elevated point on the opposite side of the wheel (above the swing arm), and have the bleeder pointed up.
Agree 100%. However, if you don't feel like there is air in your system, just discolored fluid or a desire for a quick flush, you can bleed while the caliper is in place. I bleed my system often, as soon as the color gets too dark for my liking, and that might be after 2000 miles, yet the brake feels fine. In that case, I might bleed with the caliper in place to save some time and flush with clean fluid.
For the rest of the bleeding schedule, absolutely remove the caliper, be careful not to strip the bolt heads as they are a little tough to access. You may want to replace the caliper mounting bolts with titanium hardware. They are not as soft as OEM. You also need to remove the three bolts that hold the plastic line shield on the bottom of the swing-arm, that protects brake line and wheel sensor electronics line.
Once that shield is removed and caliper removed, use a zip tie to hold the caliper as high as the line will allow, nipple on top. I usually zip tie it to the seat strap. Use rags to protect the frame from accidental brake fluid spurts. Make sure you put a solid object between the pads so you don't accidentally lock them together.
I use a motive pressure bleeder and it can take a full quart of fluid to move through the system to get the very last drop out. I gently move the master through limited range as the pressure bleeder does it's thing. It helps clear any air. Pressure bleeding with the motive system makes the process really easy.