Do All Mobile Phones Have A Pin?

Some phones don't have SIM cards so I don't know how that makes any sense.  I think every phone has a PIN.  I don't have a SIM card, so I use my krussel multiadapter to transfer stuff on my phone.

Yes all the mobile phones has this feature for security reasons. Your sim card initially has this information. To get details of this subject, check out this answer from raaga.

Zuhail is partially right; he's correct about the SIM card having the PIN to be able to access the network, which is called a Personal Unblocking Key
(PUK).

Another type of PIN is the basic security PIN built into the phone to lock out either the keypad or the information stored within.

Hope this helps!