Yes, all Brother inkjet printers come with an in-box starter ink cartridges, so you can get up and running straight away.
*The first time you install a set of ink cartridges, the machine will use an amount of ink to fill the delivery tubes for high quality printouts. This process will only happen once. The amount of ink remaining will be a minimum of 5,100 pages BK and 3,750 pages C,M,Y for MFC-J4540DWXL, MFC-J4535DWXL & MFC-J4335XL. For the MFC-J4340DW, MFC-J4540DW & MFC-J4335DW, the amount of ink remaining will be a minimum of 2,250 pages BK and 975 pages C,M,Y.