If I buy ready-made bread dough or pizza dough, do I have to separate challah from it?
הלכות ביכורים עם שאר מתנות כהונה שבגבולין -- רמב"ם
No. The obligation of challah kicks in when the flour and water are mixed. Usually the ready dough was owned by non-Jews at that time, so when you buy the dough now, there's no obligation.
If you knew that the owner of the dough at the time it was mixed was Jewish, and if they didn't already separate challah (which they should have), then you'd have to do it now.