Yes we do. Christ Himself taught that there would be a place of punishment for unrepentant sinners in Lu. 16:19-26; here Jesus taught that it was a place of continuous torment and fire and that no one could leave once they have arrived. Jesus also warned all in Mt. 5:29,30 that we should avoid being condemned to Hell at any cost. In Mk. 9:43,44, Jesus tells us that in Hell, "the fire shall never be quenched" and of those sent to Hell, "their worm never dies." It is a place on unending torment.
In Revelation 20:10 Hell is referred to as "the lake of fire and brimstone" and we are told that the devil and false prophets will be "tormented day and night forever." Also in Revelation 20:15 we are told that, "And anyone not found written in the Book of Life was cast into the lake of fire."
Yes the Bible and the Son of God make it clear that there will be eternal punishment for those who have not repented of their sins and turned to Christ. And that is what we too, teach.
The New Testament gives us a clear pattern of how one comes to salvation in Christ Jesus. One must first hear the Gospel, Rom. 10:17, "So then faith comes by hearing, and hearing by the word of God." One must then believe that Jesus is the Son of God and died for your sins, Jn. 3:16, "For God so loved the world, that He gave His only begotten Son, that whoever believes in Him should not perish, but have eternal life." It is also necessary to repent (turn away) of your sins, Acts 17:30, "Truly these times of ignorance God overlooked, but now commands all men everywhere to repent." We are also told to confess Jesus publicly as the "risen Lord", Rom. 10:9, "that if you confess with your mouth the Lord Jesus and believe in your heart that God has raised Him from the dead, you will be saved." Then one is baptized by immersion for "the remission (forgiveness) of sins" and so that they might receive the Holy Spirit, Acts 2:38, "Then Peter said to them, "Repent and let everyone of you be baptized in the name of Jesus Christ for the remission of your sins; and you shall receive the gift of the Holy Spirit."