The description in the Warlock class says only:
At 11th level, your patron bestows upon you a magical secret called an arcanum. Choose one 6th-level spell from the warlock spell list as this arcanum. You can cast your arcanum spell once without expending a spell slot. You must finish a long rest before you can do so again.
It says nothing about having or needing the material components for the Mystic Arcanum spells. This becomes very important for spells such as Forcecage or Plane Shift.