Do all languages have sentences?

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.