No, the number of particles does not change as the substance changes its state.
Explanation:
Change of state from one phase to another is achieved by providing or absorbing heat or pressure. For instance, liquid water if heated becomes vapour steam and if cooled becomes solid ice. Vapour can be compressed to form liquid water again and thus change of state is a reversible action.
The "chemical composition of the matter remains the same" irrespective of its state. Unless a chemical change is carried out, no change occurs with the number of particles. Phase change only affects the "arrangement of molecules", its structure and its motion.