Do the 'Charizard EX' sets automatically come with a Mega Charizard EX card?
I'll attempt to give you the best help I can with the information you've provided.
This might be a bit confusing to someone who knows nothing about the card game. If you can in the comments or your question, define what you mean when you say &quot;set&quot; and what your child means when they say &quot;set&quot;. I suspect you are using &quot;set&quot; to mean a product that includes a &quot;set of cards&quot;, and your child is using &quot;set&quot; to either mean a set of one card (2-4 of the same card for use in a deck) or a &quot;set&quot; as in &quot;a set of both&quot;.
&quot;Set&quot; can mean one of several things. &quot;Set&quot; could mean he wants a set of both; it could mean he wants a &quot;playset&quot; - a term used in competitive Pokemon indicating having several of one card to use in a deck (generally 2 - 4).
First off, there are two types of &quot;Mega Charizard&quot;. One is &quot;Mega Charizard X&quot;, which is black and blue. The other is &quot;Mega Charizard Y&quot;, which is orange.

Mega Charizard X
(There are two printings of this card. One is from the booster pack series Flashfire; the other is from the booster pack series Generations).



Mega Charizard Y
(This one is from the booster pack series XY Evolutions).


It would be useful, if you can, to provide links to the &quot;sets&quot; of product you've found for M Charizard EX. Are these boxes with a single card and packs? Tins? Single cards? The Pokemon TCG includes a lot of product including sealed packs of cards, boxes with certain cards, tins, etc.
When you use &quot;the Charizard EX set of Pokémon cards&quot; I'm assuming you mean a product that includes Charizard EX, which is probably this box:

If that is the case: No, this does not come with either M Charizard EX card. This sealed product comes with four booster packs as shown (which contain random cards, of which M Charizard or any other EX card is fairly rare), a single Charizard EX card, and an oversized version of the card.
Alternatively, you could have found these products on Amazon:

If that is the case: No, this ALSO does not come with either M Charizard EX card! This sealed product comes with four booster packs as shown (which contain random cards, of which M Charizard or any other EX card is fairly rare), a single Charizard card (much less valuable than an EX) and a small statue. Also looks like your selection is random!
This also shows up on Amazon!

Unsurprisingly... this also will not give you either M Charizard EX card. Similar to the first box, you'll get four packs, a single Charizard EX, and a jumbo card.
Regardless of what version your child wants, the only reliable, 100% way to obtain either M Charizard EX card is to buy the single card.
It doesn't look like these were available in any promotional boxes. Buying packs to try and get one is a terrible idea - the odds of getting even a single EX rarity card, of which there are very many, is about 1/6 of these booster packs which retail for around $3-4 each.