Do fighter jets have deicing in their wings?
No they do not nor are there any modern fighters that I am aware of that are intended to operate in icing conditions nor would they pass the FAA’s certification processes for flight into known icing.

As an example from the Grumman F-14D NATOPS Flight Manual, Section 18 - Extreme Weather Operations.  The basics are that Tomcat aircrews are advised to avoid areas where icing is probable and that extended flight in an icing environment is considered an emergency.


  Icing conditions should be avoided whenever possible. Before flight, check freezing levels and areas of probable icing from weather service.
  
  The primary concern with flying in icing conditions is ice accumulation sufficient to cause engine damage. Ice accumulation on engine probes located between the engine guide vanes and above the number three inlet ramp is not detectable from the cockpit. Aircraft maneuvers or landing impact can dislodge accumulated ice and can cause severe FOD to the engine. Visual detection of icing on exterior surfaces and/or illumination of the pilot’s INLET ICE caution light should be treated as indications of the potentially more serious problems described above. The following precautionary action should be taken immediately in known or suspected icing environments:
  
  
  ANTI−ICE switch  ORIDE/ON.
  CABIN AIR DEFOG lever  FWD DEFOG.
  Engine instruments  Monitor Frequently.
  
  
  Carefully monitor rpm and EGT indications. A reduction of rpm or an increase in EGT accompanied by a loss of thrust is an indication of engine icing.
  
  
  Avoid clouds and other areas of visible precipitation.
  If unable to avoid precipitation, adjust aircraft Mach or altitude as necessary to remain outside of the icing zone shown in Figure 18−1.
  
  
  Extended operations in icing conditions should be considered an emergency situation. If time and fuel permit, a descent below the freezing level is recommended. If unable, altitudes above approximately 25,000 feet or ambient temperatures below −30°C are generally free of icing conditions. If inadvertent or unavoidable operation in known or suspected icing conditions has occurred, an effort should 18.1.
  
  Before flight, check freezing levels and areas of probable icing from weather service.
  The primary concern with flying in icing conditions is ice accumulation sufficient to cause engine damage. Ice accumulation on engine probes located between the engine guide vanes and above the number three inlet ramp is not detectable from the cockpit. Aircraft maneuvers or landing impact can dislodge accumulated ice and can cause severe FOD to the engine. Visual detection of icing on exterior surfaces and/or illumination of the pilot’s INLET ICE caution light should be treated as indications of the potentially more serious problems described above. The following precautionary action should be taken immediately in known or suspected icing environments:
  
  
  ANTI−ICE switch  ORIDE/ON.
  CABIN AIR DEFOG lever  FWD DEFOG.
  Engine instruments  Monitor Frequently.
  Carefully monitor rpm and EGT indications. A reduction of rpm or an increase in EGT accompanied by a loss of thrust is an indication of engine icing.
  4.Avoid clouds and other areas of visible precipitation.
  If unable to avoid precipitation, adjust aircraft Mach or altitude as necessary to remain outside of the icing zone shown in Figure 18−1.
  
  
  Extended operations in icing conditions should be considered an emergency situation. If time and fuel permit, a descent below the freezing level is recommended. If unable, altitudes above approximately 25,000 feet or ambient temperatures below −30°C are generally free of icing conditions. If inadvertent or unavoidable operation in known or suspected icing conditions has occurred, an effort should
  be made to eliminate the ice before landing by remaining well below the freezing level for an extended period of time.
  
  WARNING: Icing conditions can cause heavy ice accumulation in the inlet ramp areas or on engine probes and the compressor face. Aircraft maneuvers and arrested landings may dislodge this accumulation and cause extensive engine FOD or failure. A straight−in field landing is preferred. Minimum power setting after landing is recommended.


Similarly the F-16 A/B flight manual offers similar advice:


  Flight in areas of icing should be avoided whenever possible. If icing conditions are anticipated or cannot be avoided, tum ANTI ICE switch to ON ~ and PROBE HEAT switch to PROBE HEAT. Frequently check the aircraft leading edges for indication of ice buildup. Make all throttle movements slower than normal when in potential icing conditions to reduce possibility of engine stalls and/or stagnation. Consider diverting to an alternate field if required to avoid icing conditions.


Fighter aircraft, with their thin, low aspect wings and sharp leading edges are actually more susceptible to ice accumulation than other kinds of aircraft wings.  They do have one advantage in the sheer climbing power and maneuvering capability to get out of an icing area with a slow to moderate accumulation rate.  Fast ice accumulation could be very dangerous to an fighter, especially during low speed operations ie descent into a terminal environment and landing in marginal weather.