Yes valves come with solenoids. I'll let you in on a secret. Solenoids rarely go bad. I bet I've had a homeowner tell me they think the solenoid's gone bad 500 times. They've been right 3 of those. Then again you said you're probably going to buy the whole valve. That will give you all the parts you need to repair your existing valve. If the problem is indeed the valve and not the wiring or the controller.
Good luck!