No you don’t. Those roadside maneuvers or field sobriety tests, as they are called by police, are voluntary. You have the absolute right to decline to participate. The officer is entitled to ask and it is not uncommon for it to sound like an order, not a request, but you may absolutely refuseto take those tests.
One additional test that is often offered is the Portable Breath Test (PBT).
The PBT is also voluntary, and its results cannot be used in court against you.