Short answer
Yes. You should include your existing family members in your first Student visa application.
You should declare your existing family members when you first apply. This helps Home Affairs understand your personal situation and your plans as a student.
If someone becomes your family member after you apply but before a decision is made, you should tell Home Affairs in writing. For example, this may apply if you get married after applying.
A new spouse or partner added after you apply may not be included in the same visa decision. They may be able to apply later as a family member if your Student visa is approved.