They did. It's at the very front of the forecastle. There aren't any photographs that show a close up of it (as far as i'm aware of), except when viewed from the eye level so i'll use Vasilije Ristovic's render.
@Ioannis Georgiou shared this photograph of Titanic dressed up with flags in another thread "Spot the Difference". There's another one from that thread that shows no flag, only the jackstaff, but it's low quality so I can't share it, so this will do. In this photograph shows the Pilot Jack hoisted from the jackstaff when the pilot was on board or when the ship was dressed up after arriving in Southampton on 4th April.
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