If I visit the Ice Snow World, Do I still need to visit Zhaolin Park? Are they Same?

No, they are not the same. The Ice and Snow World is on Sun Island and the Zhaolin Park is a independent park.
There are various activties in both of the two places, if you want to, you can go.
I suggest you to go, because they have different shows. Zhaolin Park is show place of ice lanterns, while the Ice and Snow World is famous for its snow sculptures.