Tomii, I think you're confusing the meanings. In English, 'have' has several meanings. Others have already pointed it out but I'll give it a go anyway.
'To have' = to own something, to be holding something, to possess something etc. "I have a pen"
'Have to' = must, need to etc. "I have to go"
So don't think of the word 'have', think of the meaning behind it. Do you want to say that you 'have' or 'are holding' or 'possess' something? If so, then in Japanese you use words like 'arimasu', and 'motte iru'
Or are you trying to say that you 'must' do something? If so then you use '~nakereba narimasen' or '~nakucha ikemasen' (or the other ones that have been pointed out already).
Keep trying!