Do you have to have cancer to see an oncologist?

Mostly yes. An oncologist is a cancer specialist, but he/she is more than that. They also have to be general physician first and able yto deal wiih all medical/surgical probelms in addition to diagnosis and treatment of cancer.
Not necessarily . With recent advances in medicine oncology became a very important component , most of the oncologists exclusively treat cancer patients only but some participate in early detection of cancer, genetic counseling or may also practice internal medicine ( as they have training for it ) , so one don't have to have cancer to see them.