Do all gay men have anal sex?

No. Despite what many people might thin, not all gay men engage in anal sex

Being gay is about being sexually and emotionally attracted to people of the same sex, not about the types of sexual acts people like to practice. 

Anal sex is a matter of personal taste. It is not synonymous with homosexuality.

There are several other ways that two men can be intimate without having anal sex.

In fact, mutual masturbation and oral sex are more common than anal sex among gay men.