Yes, all invisible fence kits that we have purchased come with a set of flags included. Most companies include 50 flags, but some may include more or less.
Still, double-check the listing to make sure that flags are included.
You can't train your dog to stay inside the fence without confusion if you don't have the flags to serve as visual boundary cues.
If you're installing your fence on a larger piece of property (over about 1/2 ac) you'll probably want to buy additional training flags or get bundles of landscaping flags from your local hardware store.