Yes - that is the part in the video - though - on my car it looked different - in any case - it bolts on in front of the brakes just like in the video - it should not have any play. It should be tight.

You dont need to remove the wheel - but it sure helps. You will have to stick your head under the car otherwise.

You may be able to just reach in - in front of the wheel and feel around. But its better to get eyes on.