I have an idea to improve on an existing product. Do I have to have a patent prior to having a manufacturer make a prototype of this product?
First, does your "improvement" on the product infringe any existing patents (which are entitled to a 20-year exclusivity period)? In addition, while an "improvement patent" may grant you the right to exclude others from manufacturing, selling or using the improvement, it does not grant you the right to practice the underlying dominant/parent technology if it is owned by another party.
You will also want to see whether your manufacturer will agree to keep its work for you confidential--otherwise, you could find your prototype ending up in someone else's hands.
Consult with an intellectual property attorney who does patent work to determine the right course of action for you.