I don't think there are any 10G linecards/modules for the CAT6500 that directly support SFP+ modules.
WS-X6700 Series: https://www.cisco.com/c/en/us/products/collateral/switches/catalyst-6500-series-switches/product_data_sheet09186a00801dce34.html
I stand corrected. It seems there is at least one linecard model which offers 4x40G ports (CFP form factor) or 4x4x10G ports with SFP+ form factor (with a "FourX" CFP/4xSFP+ converter like the CVR-CFP-4SFP10G) : The WS-X6904-40G-2T. It requires the enhanced 6509-E Chassis and a Supervisor Module with a Policy Feature Card of the 4th generation (PFC4), for example the VS-S2T-10G.
The 6904 also has some particularities in its internal architecture and a "oversubscribed" and "performance" operational mode, see https://www.cisco.com/c/en/us/products/collateral/switches/catalyst-6500-series-switches/white_paper_c11-696669.pdf
When working with the 8- and 16- port 10G modules, you'll have to make do with some X2/SFP+ converters and either user SFP+ optical modules with these, or the fixed SFP+ ends of a 40G-to-4x10G breakout direct attach cable.
And to answer the actual question:
Must they be bundled in PortChannel port?
See above, Cown's comment to your question: yes, the 10G ports should be configured as port-channel on the 6500.
Also bear in mind that most 10G linecards (6700 and 6800 Series) for the 6500 only have 40G of capacity to the chassis' backplane, hence are oversubscribed when more than 4 ports are used.
On the 16x10G Module, port groups 1-4, 5-8, 9-12, 13-16 each have a reduced capacity when accessing the backplane (read about "performance mode" vs "oversubscription mode" in the document linked above), likewise with the 8 port modules, where 2 ports share the capacity. You may want to keep this in mind and select the ports for the said 4x10G EtherChannel wisely.
Within some corner cases due to their internal architecture, the 6700 and 6800 modules can provide full 10G performance for all ports without oversubscription for intra-module traffic flows; that is yet another factor to consider when selecting ports for a use case like yours - you'll have to know where the relevant traffic comes from and where it goes to.
The 6900 Series Modules (WS-X6908 and WS-X6904) have 80Gbit/s of backplane access capacity and can run more than 4 10G ports without oversubscription towards the backplane.