Generally speaking, yes. As soon as something is created in a fixed and tangible format it has copyright. Here are some additional tips:
Copyright protection begins upon creation of the website. A website does not have to have a copyright notice to be protected.
You can link to another website from your own website without violating copyright.
You should not link to an image on a website unless the owner grants permission.
Look for material with a Creative Commons license; read the terms of use carefully.
You are not required to obtain permission to use works that are in the public domain. Much of the material published by the Federal government is under public domain.