Need to say check if we are giving I want to give check to black and is it necessary to say check to other player?
No, it's not necessary. If the opponent doesn't notice it, it's their fault. Reasoning behind this is (probably) what happens if your opponent is not at the board when you make the move? You don't have to sit and wait for them (and stay away from the toilet...) just in order to inform them that you have just checked the king - which is something that any player should notice themselves anyway.

If the opponent doesn't notice and makes a move that doesn't prevent the check, there are procedures to correct this (and you should generally involve the arbiter in these).