You don't need to say "please" when you're asking if someone has something.
But it's a good idea to use "please" in the second case, so you're correct.
It would sound better if you said "Can I please have...?" instead of "Please can I have...?"
Another situation where it's nice to say "please" is when you're telling someone to do something.
"Can you please close the door?"
"Close the door please."