The only exams you "have to" take as a DO med student are the COMLEX Level 1, 2 CE and PE, and for licensing as a DO you need to complete the COMLEX series with Level 3. Most students should also take the USMLE Step 1 and Step 2 CK in order to be compared competitively with US MD students with regards to residency applications, provided you can do sufficiently well on those exams (>210). There are very very few residency programs that require DOs to take Step 2 CS, and to take the USMLE Step 3, you have to have completed all the previous tests in the series (i.e. Step 1, Step 2 CK and CS).
To give you an idea, >50% of DOs take USMLE Step 1, >33% of DOs take USMLE Step 2 CK, <1% of DOs take USMLE Step 2 CS, and <0.5% of DOs take USMLE Step 3.