Oh yes they do, and hard too. Depending on the species of course, not all are big enough to be able to actually break the skin on a human. But all dragonflies (to my knowledge) are carnivorous, and have mouth parts for biting/grabbing their prey. Although most species aren't going to be able to break the skin, the larger species sure can. They're not aggressive, they aren't going to seek you out and try and bite you, but if you've caught one in your hands, it will certainly try and bite. Had one take a hefty bite out of one of my fingers when i was about 12 (again goes to show a dragonfly won't always be able to break the skin, but the skin of a 12 year old is not as thick as say an adult's would be). I ran screaming and bleeding to my dad (an entomologist) who laughed and said "I told you they were carnivorous, and what do we know about insects that are carnivorous?" "....they can bite." "And do we play with things that can bite?" "....no." Still bleeding, my finger throbbing, i sulked away having found respect for those fuckers.