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Yes, you most certainly do. A bicycle is a vehicle.
Having said that, cars will often wave you on, BUT only go if you have made eye contact and you are CERTAIN that they are not going to run you over.
And please do not forget that you cannot cycle through a red traffic light unless you have a specific sign allowing you to do so. I have lost count of the cyclists I have seen cycling right through a red light without any reference to the traffic or pedestrians around them.
You might find this useful - it was written for Louvain but obviously most of it applies everywhere. http://www.kuleuven.be/transportation/pdf/guideforcycling.pdf