Am I obliged to tell students that there are different versions of the exam?
Making different versions of the exam is standard practice in a lot universities when physical barriers against cheating are not available, when students take the test in different moments or with take away exams or homework.

Provided that difference of versions is not noticeable at first sight, not telling the students in advance won't harm honest students, but it will make dishonest students to unsuccessfully cheat in a way that will be easily noticeable - probably some students will produce the answer to their neighbours'questions. Therefore, I don't see an ethical problem in not telling them.

In the end it depends on what is your goal: If you want to catch dishonest students cheating, don't tell them, but if you prefer discouraging dishonest students from trying to cheat, tell them. When faced with that dilemma I usually choose the later.

Of course, by telling them you will give cheaters some useful information on how to cheat, but that should be addressed in another way.