Yes, it appears they do. Or at least the Kaled's they 'evolved' from did. For instance Skaro, the home planet of the Kaleds, translates as home.
Various scraps can be found on the web about this, and some words they retained. I can't source most of these here, but they tend to come from the ancillary sources of Dr Who Cannon (comics, audio series, novels etc), which are all considered canon in a wibbly-wobbly canony-wanony way.
Here is a page on the Dalek Language which shows some of the script, but all of the images are from the later series.
Interestingly I've heard (unsourced on wikipedia) that the robotic part of a Dalek contains a translator, so even when the tardis isn't around one of those monstrosities can understand an 'alien language'.
So yes they do, but very little probably remains, and as with most languages in sci-fi, it's glossed over so that the audience understands what is happening.