I guess technically you won't have to prime a piece of mat board or the like, but I prefer to prime it. An easy way to prime the board is hit it with a coat of shellac. Amber shellac can be found at Lowe's and last time I bought it, a quart cost $15.00, and lasts for just about ever. It gives the board a nice, smooth, glossy surface. It takes oil fairly well, though it will wipe completely off the surface so it's not good for rub ins, just thick wet into wet painting.
For something with more tooth, gesso works well. I always use three coats. The first one as smooth and as covering as possible. The second I make thicker so you can see the brushstrokes, all moving in one direction. The next coat, after that one has dried completely I do with thick lines going perpendicular to the first set. This gives the board a nice, woven texture, almost like a piece of canvas.
Anyway you choose to do it, it helps if the pieces are acid free. They'll actually keep then. You can use cardboard for the substrate if you wish, but your painting will not last because of the acid in the cardboard.
Anyway, it'll be good for practice if you don't want to spend a lot of money on canvas! I managed to get a ton of mat board for free, and have had it for years now! And had I not left my shellac open accidentally and ruined it I would have still been using that can.