My new bike came with clipless pedals (a Trek Pilot) and the cleat thing you screw into your shoe came with the pedals.

The bike shop guys screwed them into my beginner biking shoes (the kind that you can use without cleats, or take out a rubber piece and use with cleats) and got me started.

The bike shop guy told me that getting the shoe part cleats with the pedal was pretty much standard. But maybe that has to do with brand or something?

Good luck! Your new bike's beautiful!