In case of an actual emergency, you can of course do anything you want. If it's truly a matter of communicating with somebody or else dying of exposure or being eaten by bears, then you can use absolutely any means necessary to make yourself heard.
Of course if you are intending to carry amateur radio equipment with you when you go hiking in the wild, that equipment would be a lot more useful to you if you did have an amateur radio licence. For a start you would have a good idea of standard operating procedures, but additionally you might have the ability to send an SOS in Morse code, and to pass your coordinates on to anyone who might answer.
If you have no interest in the technology of radio, or in the amateur radio community, then I would advise that your best bet would be to carry a satellite phone with you, as it will also work anywhere in the world. And can be used to call the emergency services directly. Chances are the equipment would be lighter than a short-wave transceiver plus antennas, it would be easier to set up and would work just like a regular phone.