Yes. If it’s on your own website then you ideally should have a small block of text on each page explaining the content may contain affiliate links that if clicked on could result in you receiving financial benefits. It’s important to also declare you’re an affiliate in your legal pages, such as your terms and conditions page.
Honesty is important for your visitors, it is a way to build trust. It’s good practice to also explain to users how the affiliate links may impact content creation, for example if you are creating reviews and aim to be completely unbiased regardless of whether you can get revenue or not by reviewing that product, then it’s healthy to mention that. Also state that affiliate links don’t impact the price the person clicking on the link will pay, because not all your users may be aware of that.
In your cookies declaration of your legal pages be sure to also include any tracking cookies related to the affiliate marketing programs you’re using.
If you share affiliate links on social media it’s good practice to briefly mention in your bio that posts may contain affiliate links. Using hashtags can also be good practice.