Some do, most don't, and those that do are usually not accurate. Stop at a local auto parts store and pick up a tire pressure gauge... keep it in the car.
@metamorphosis yep, just watch the tire as you inflate it and when it looks like it is full, stick the gauge on it. It may take you a few tries the first time, but you'll get the hang of it.
Long-term get a 12 volt pump to keep in the trunk... you set the pressure you want and it turns off when it reaches that pressure. They can be had for under $30 and will soon pay for themselves.