I have bought used shoes, and am stuck with what comes with them.

However, it is pretty inconceivable that new shoes would not have the cleat plates.

I assume the picture posted is not a photo of your shoes.

The cleat plates fit under the insole. You can purchase them easily enough, and they should be standard for Shimano. They allow some adjustment of the cleat position for different preferences.

Anyway, pull up the insoles and look underneath. Double check that they plates aren't lost in the box, or accidentally discarded with packing. Then hit your vendor up for replacements.