Yes it does, you also receive a welcome pack with all the drivers (motherboard, graphics card, windows...) and also spare cables and connections from the motherboard and case you selected. It does not include mouse or keyboard.
Though do note that the cheaper non-named monitors only come with VGA cables, so you may need to order a DVI or HDMI cable if you get one of them.
The Iiyama's come with VGA and DVI cables, again, if you want HDMI you will need to order one.
The Hanns-G, Acer and Asus ones I don't know which cables they come with
Okay I'll be sure to get a DVI cable with my purchase, although I'm probably going to keep my one and only HDMI cable for my Xbox or if I want to connect it up to my 32 inch TV right next to the desktop, but I'm sure a 24 inch monitor screen will do me just fine