This is a pretty basic question I guess, but anyway.
Do all (human) languages have sentences?
Most linguistic articles I read assume so, but can we take this as an assumption?
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I think even a better question would be do any languages have sentences? Sentence is an artifact of writing and punctuation. You can see how this study found it hard to compare sentence length in writing and speech for this very reason: The structure of children’s writing: moving from spoken to adult written norms. In many ways, it's not that different from asking 'Do all languages have paragraphs' where the answer is obvious.
However, all languages have some sort of a clause-type thing allowing them to express predication, attribution, etc. See Dixon's Basic Linguistic Theory: Basic Linguistic Theory Volume 1: Methodology . All languages also must have means of expressing cohesion and coherence (texture) although this is much less studied in cross linguistic perspective. Punctuated sentences are a kind of cohesive device.
According to Merriam-Webster online, a sentence is ``A set of words that is complete in itself, typically containing a subject and predicate, conveying a statement, question, exclamation,...'' In that sense I think we could say yes.
The orthography of certain languages may not have spaces or punctuation marks but, just as all human languages have breaks between sounds, they also have breaks between thoughts. If you mean some requirement to do with predicates or subject or objects, perhaps there is a language that almost always omits one of them (I studied applied linguistics and saw many odd examples along the way). In what sense do you mean 'sentence' (as jlawler said)?
If we take a sequence of different parts of speech (or a sequence of different words) as a basic definition for a sentence, then there are two types of languages which, presumably, have no sentences falling under the definition:
b) languages with vocabulary where words cannot be divided into parts of speech, like Zhuang or Chinese.