Hey Lew1989
No, the controller doesn't come with a cable because they come standard with the PS4.
Alternatively, you can just order a micro USB cable which works perfectly.
If you use the controller only for PC I recommend you to buy a XBOX controller,
because it is better supported (because it is from Microsoft).

Here is the link to the cable:
Belkin MIXIT USB 2.0 (A - Micro, 2m)

Here is the link to the XBOX controller: (Again, the cable is needed)
Microsoft Xbox One Wireless Controller

MFG Robin