At least the male version doesn’t, for the outfit. It should come with the shoes too!
The female version has no shoes, either. It only comes with a dress, hat and necklace.
My understanding is that this is intended.
Shoes for the outfit exist. The CoV vendor sells them.
Well that’s silly. Funcom should add a line to the ad that says the outfit people are buying isn’t complete. Or move the shoes out of the outfit section. It’s a little misleading that way, if they’re not meant to be part of the outfit.