All new pedals come with cleats. Those are knock-offs of old style shimano's, but don't plan on using shimano cleats with them as they aren't fully compatible. Also, don't plan on riding much mud with them as they don't clear mud very well.
The cleats for the 520's need 2 screws to hold them on/spd compatible, most mtb shoes are compatible. They are also easy to walk in since the cleats are recessed in the mtb shoes. You be surprised how easy they are to clip in without even thinking about it.