I heard that if you do not make Qunoot (du'a) either in the last rak'a of Taraweeh or in salat alwitr every night of Ramadan you are required to make sujood al-Shuoo, is that true?

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

Qunut is performed during the Witr prayer. It can be either before Ruku' (bowing down) or after Ruku'. Both ways are mentioned in the Sunnah.
It is likable for any person who forgets to perform Qunut to prostrate a Sahu (prostration of forgetfulness) according to some of the scholars. But this is not mandatory on him.
Allah knows best.