Most major brands of disposable baby diapers do include a wetness indicator on them to show when the baby or toddler is wet enough to need a diaper change.
However not all disposable diapers as of now come with the wetness indicator and as long as the diaper was a good brand of diaper I wouldn't care either way if it did have a wetness indicator or not because I always changed my kids diapers at certain times anyway to make sure they were clean and dry.
Parents Choice and Target Up and UP have a wetness indicator on their diapers as well.
If the diaper has a wetness indicator the box or packaging that the diapers come in will say for sure whether or not that brand of disposable diapers have the wetness indicators.
The wetness indicators can be very helpful to determine if the diaper is wet enough but you can also just feel the diaper with your hand and see if it's squishy and if the diaper happens to be squishy then it's time for a change.