Do new wheels usually come with freehubs?
Wheels that take a cassette (Road, Mountain Bike, etc) generally come with a freewheel hub. Generally these are Shimano/SRAM compatible or Campy compatible. If it doesn't say, you can just about bet on Shimano/SRAM compat.

The wheelset you linked to does and is Shimano/SRAM compat.

Wheels for fixies/tracks/single speeds usually do not have a freewheel sprocket (or a fixed cog). If it doesn't say, chances are it's not included.