Note that this is asking for a number because Korean subway lines are generally all (#)호선 號線.
The translation sounds unnatural
It seems that there is a P sound between 몇 and 호...
"Which line should I change to?" would be a more accurate translation.
There is a different expression for "need to", isn't there? Maybe,
몇 호선으로 갈아탈 필요가 있습니까?