depends on the grinding noise. Worn our pads will screech when constant pressure is applied. Sometimes grinding means there is dirt between the pad and the rotor and would go away eventually. If you think there might be an issue I would suggest taking it to Jim Pattison Subaru and having one of the techs check it out.
My 2014 STI makes grinding noises in the winter when the rotors are rusted up or after dirt gets in them but goes away after a couple of hard brakes.
No, calipers do not need to be replaced but it is good practice to replace rotors (or resurface to original ones) at the same time as pads so that you have a clean and even mating surface.