No you do not HAVE to but there are some circumstances where it might save you from being in an accident. It also alerts other drivers that you wish to take the space so that they won't try to beat you to it.
To be safe, you use your turn signals * anytime * you do other than continue in a single lane.
If you don't care, you never need to use turn signals.
In the UK you don't have to by law. It's always safer to indicate your intentions to those around you, so there's no reason why you shouldn't.
you should for safety
