No, Hogue AR grips do not come with the screw as they expect the end user to be replacing a factory screw on a complete AR. So they want you to use your existing screw. If you are building from the ground up, then you will need to purchase an AR grip screw.
No, Hogue is not interested in you using their grips for a first time build. If you decide that these are the grips you want for your start, then you best aim to pony up for additional hardware. Thanks a lot Hogue.