Generally speaking, no, you do not need to have family in the U.S. to apply for a non-immigrant visa. This may vary based on the type of non-immigrant visa for which you are applying, as some types of family-based non-immigrant visas do require the applicant to have a family member in the U.S. Other types of non-immigrant visa applications may benefit from family sponsorship, even if family relationships in the U.S. are not required.