Definitely not !
When used for data exchanges, SDMX can be depicted as yet another format (such as CSV, MS-Excel). However what makes it better than other formats is the fact that each bit of information is clearly described ("tagged"), so that you know without ambiguity what information is exchanged. In addition, every single concept used in the data exchange is clearly defined, thus avoiding any misunderstanding.
Another aspect of SDMX is that it is a modular standard. This means that it can be partly implemented.
What does it mean concretely for you? As SDMX is used here as a transfer format, all you have to do is map the information in your database system to the elements of the SDMX format. If you are a statistician with no IT expertise, it is recommended to work jointly with an IT colleague who will solve the IT issues, while you will explain the statistical subtleties of the input information.
The question is now the following: How will I know how to structure my information? The international organisation will normally provide you with an MS-Excel file describing the structure of the information to be exchanged. This MS-Excel contains all the information necessary to know how the information is organised in "SDMX terms". An example of such an MS-Excel file can be found here: National Accounts (see worksheets "Overview DSDs" and "Matrix").
SDMX provides tools that can assist you in the mapping exercise. These tools are free of charge and can be downloaded from the "Tools" section of the SDMX official website.
An international organisation asks us to provide data using SDMX. Does this mean that we have to implement the technical standards, the statistical guidelines and the implementation model at once ?
Definitely not !