No, not all do. The easiest thing to do is look at the specs on the manufacturer's website.

Almost every case comes with one as a minimum. There's a few out there that come with none, but it's rare in the sea of cases that have some method of airflow.

Where applicable, the number of fan(s) included with the case should be listed at the store's website and/or manufacturer's website. Cheap/generic cases may not provide such information.