Some motherboards do have Wi-Fi built-in, while others do not.
Motherboards that do have built-in Wi-Fi typically have a Wi-Fi module integrated directly onto the motherboard. This module allows the motherboard to connect to Wi-Fi networks without the need for an additional Wi-Fi adapter or card.
However, not all motherboards have Wi-Fi built-in, especially older or budget models. If you need Wi-Fi connectivity but your motherboard does not have it built-in, you can still add Wi-Fi functionality by installing a separate Wi-Fi adapter, either as a PCIe card or a USB dongle.