Do you have to have the game you giveaway?

Yes.

If you create a giveaway, you have to actually be able to give that game away to the winner.

There's an FAQ on the bottom right of the page that'll answer just about any question you could have.

protip: you cannot give away games that are in your steam library - they are permanently associated and cannot be "untied" to be given to other people :)

ETA: also don't you think it would have been a much better idea to ask first before creating giveaways for games that you don't even have to giveaway? :)

Yes you need to give them game, better close your giveaways if you do not have game to give.

Yes, you better delete your DayZ giveaway if you dont have those copies

Also make sure that the gift copies you buy are not region locked.

so registered both, your steam and your steamgifts account, today?