In my experience, an LNA connection typically implies that an antenna with a Low Noise Amplifier is required to meet the specifications - typically for signal strength. That's not to say it absolutely won't work without it, but rather it's typically used.
You'll need to select an antenna first, do some calculations and determine if you have enough signal to make your ESP32's receiver "happy". If your antenna doesn't deliver enough power, you'll have to add an LNA.
Wrt antennas, many boards are made today with the antennas etched from the copper. Some are quite good, and last I checked there were Gerber files available that could be used to replicate them on your PCB (assuming you use a board that meets the specs - dielectric constant is important). Another, maybe easier approach is to buy one of the miniature ceramic antennas - for example Johanson Technology makes them, and they're available from other mfrs through distributors - Mouser, for example. You may be able to wangle free samples - perhaps even some applications engineering support if they believe that will help them sell product!
Another source for antenna recommendations would be the Bluetooth Consortium website. They maintain a list of "prequalified" vendors - including some who make antennas. There may be other resources that would be useful. And don't overlook the usual open source repositories for help... there may be some out there who are hacking the same chip.
Anyway - got carried away - hope this helps.