Yes. Well, not yet, but we will.
First, there's the Dalek invasion, and the human revolution to expel them, from 2157-2167, as seen in "The Dalek Invasion of Earth", and expanded on in various novels, etc. That may not have been a full scale war as far as the Daleks were concerned, but as far as the people on Earth were considered it sure was.
There's also a First Dalek War, but there's nothing about it other than the name in any media.
The Second Dalek War, in the 26th century, started off with the Daleks ad the Master trying to manipulate humans and Draconians into fighting each other, but eventually the two races allied, together with many of the other forces in the area, against the Daleks. This was a massive war across large stretches of the galaxy. Parts of the war were covered in "Frontier in Space" and "Planet of the Daleks", and expanded on in the novels and other media, especially the Doctor Who Magazine comic strips about Abslom Daak.
There's also very nearly a war around the year 4000, but, in "The Daleks' Master Plan", the Doctor and his companions apparently manage to avert it. Some of the novels and comics expand on this, and imply that fighting started up not long after the plan failed.
There's also a Third Dalek War farther in the future, during the Second Great and Bountiful Human Empire era, but we've been told very little about that one.Yes. Twice. We lost both times. And both times the Doctor retrieved the situation. See "The Dalek Invasion of Earth" (1964) and "The Stolen Earth"/"Journey's End" (2008).