I am a subcontractor and having tax deducted under CIS, do I still need to do a tax return?

Yes, as you are self-employed you will need to submit a tax return to HMRC each year.  You should retain the deduction certificates you receive from your contractor.  These will be included in your tax return and any tax already deducted will be deducted from your liability for the year in calculating the amount of tax due.