Yes they do, but sometimes it’s really hard to see them.
The belly button forms when a baby is born and it is detached from its mother – mothers and babys are attached to each other in the tummy by the umbillical cord. When a baby is born you have to ‘cut the cord’. In animals the mother will often bite the cord so separate the baby, once the baby is a few weeks old the belly button forms in the place where the umbillical cord was.
Not all animals have belly buttons, but some do. Our belly button is where the umbilical cord connected us to our mothers before we were born. Most mammals have this cord, and so have belly buttons. However, some mammals, like marsupials (like kangaroos, koalas) and monotremes (platypuses and echidnas), don’t. Also, animal that lay eggs don’t have umbilical cords either, so they also don’t have belly buttons.