A proper Cub will show lots of adverse yaw when turning, which is usually handled by adding rudder to push the nose around.
Insufficient dihedral is the cause.
If your Kyosho Cub has this, then yes, it will need rudder with the turn.
It's a "feature" (in the Microsoft vein) that adds to the enjoyment of flying.. in the full-scale, the pilot needs to push on the rudder too!
Most models are set up better, so that the ailerons do the turning, and the rudder (or, as it is never used, it's just the vertical surface) is just there to keep the pointy end at the front.
I expect your instructor doesn't have that much experience with that many different configurations.