Does the pituitary gland make insulin?

No, insulin is made by beta cells in the pancreas. The pituitary gland is an endocrine organ, however, and it secretes many hormones. The anterior pituitary secretes FSH, LH, ACTH, TSH, and GH, and prolactin. The posterior pituitary secretes oxytocin and vasopressin that are synthesized by the hypothalamus.