Do I have to indicate when driving around the end of a dead end street or cul de sac?

If you are driving around the end of the cul-de-sac you should indicate right. By indicating right at the end of a cul-de-sac it will make it clear to any following traffic that you are intending to follow the road around (and not turn into a drive way).

Good mirror use (and shoulder checking if necessary) will ensure you are aware of the position of any following traffic while you complete the turn.