Do social behavorial and economics (SBE) PhD students get funding in the US?
Yes, U.S. universities often fund these Ph.D. positions, though my sense is that there are fewer funded positions than in STEM fields. It would be very rare for a MS to be funded, as far as I know, and often opportunities for teaching assistantships (funding through teaching classes to (usually) undergraduates) are reserved for people in doctoral programs as opposed to master's programs. 

Also, usually I hear these fields referred to as "social science," with the NSF being the only entity I associate with the term "SBE".