I would have thought any upgrade bought through Apple would have the cable. But as this is 3rd party, it's unknown, as it's their (EVGA) option. If they want to be cheap, then definitely not.No cables come with the default configuration (with 2600XT).
You get one or more cables when you buy a graphics card, or
you buy the cables yourself.
You can see one such cable in this picture:
http://i20.photobucket.com/albums/b205/Mackilroy/6-pininmotherboard.jpg
You can see how it connects to the upper of two slots.
Personally, I'd assume the cable isn't included, and would go ahead and pick up what's needed. But that's me.