Yes, you must have chicken pox in order to have zoster (or shingles, as it's commonly called). If someone who has shingles is around someone who hasn't had chicken pox, and the uninfected person is exposed, that person would get chicken pox, not shingles.
What makes you think you have it? There are lots of things that can look like shingles. If you or someone you know thinks they have it, they should see a doctor and ask for whatever it is they see to be cultured.