Yes we do. But, it is heavily tempered by various needs, necessities and conditioning. We need to survive, which means in most cases, having to hold down a job, even if it's a job we hate. We need to have relationships, which means friends, spouses, children, family etc. We are conditioned, which means we have to follow even loosely, the laws of the land, the laws of our religions if we have any, or even the laws of the 'alternative' societies that we may be attracted to and aspire to be a part of. We even have to follow our own individual self-created laws that are part of our ego but were ultimately formed from our conditioning.
All these things create anchors and weights that tend to keep us tethered within a remarkably small space of individual expression and habituality, but we still practise a certain amount of free will even within those constraints.