It doesn't come with any fans, no. And with the standard O11D it only fits 9 fans - the rear spot to the left of the board isn't large enough for a fan.

Good choice on the fans, I like the MF120s. With 9 fans you may not be able to drive the RGB off a single RGB header, so plan on either getting a powered RGB splitter like this, or split them up between two different headers if your motherboard has more than one.