Do I need a sine wave UPS for late 2013 Mac Pro? The support person at CyberPower told me that my late 2013 Mac Pro has a PFC power supply therefore,  I would need to get an UPS with sine wave output. 

Is this a correct statement?
The CyberPower rep is only partially correct:

Yes, you do have a PFC power supply
No, you don't need a pure sine wave UPS to run the Mac Pro specifically or any Mac generally.

Mac Pro Power Efficiency
Apple puts out an excellent document (PDF) on the efficiency of the Mac Pro.  But specifically, it get a 90% power efficiency rating at 100V, 115V and 230V which far exceeds the 85% minimum threshold set by the EPA to be Energy Star v6.0 compliant

From EPA Energy Start requirements:

Internal power supplies: 85% minimum efficiency at 50% of rated
output, 82% minimum efficiency at 20% and 100% of rated output, with
Power Factor &gt; 0.9 at 100% of rated output for power supplies with &gt;=
75W output power

Apple Power Supplies
Apple's power supplies from the base model MacBook to the top of the line iMac Pro all use power supplies with high efficiency

MacBook Environmental Report
iMac Pro Environmental Report

To achieve this level of efficiency, this basically requires PFC.  Looking at a tear down of a MacBook power adapter, we can see the PFC circuitry.

So, bottom line is that your Mac Pro has a PFC power supply
UPS with sine wave output.
Unless you are running sensitive (and that being the operative word) equipment that will react badly to non-sine wave or simulated sine wave power output, you have no need for this.  By sensitive, I mean things like scientific instrumentation, network communication gear (telco), high-end audio electronics, etc.
Apple's products are robust enough to withstand the fluctuations in standard UPSes and from the electrical grid.
From personal experience, I have used UPSes (Uninterrupted Power Supply) from APC and CyberPower purchased at the local big box store on sale; and as a resident in FL with frequent power outages during the summer months, neither have failed to keep my computers (Apple, Dell, Synology, etc.) running without issue.
TL;DR
Yes, you have a PFC (Power Factor Corrected) power supply.  All Apple computers have a PFC power supply.
No.  You don't need a “sine waveform UPS”.  It will not hurt to get one, but your benefits will be negligible; a standard UPS will work fine.
It's likely the rep is reading a Feature/Benefit chart and attempting to up-sell you on a product you don't really need.