You have to add it. It is a role that you can add. You can choose “active directory integrated zone”, and it will replicate with active directory.
You can’t have Active Directory installed without DNS.
If the server in case already have DNS installed, when you run dcpromo, you should choose to configure DNS AD integrated zone as suggested by Ingram87.
If when you run dcpromo the server in case does not have DNS server installed, you will be notified of that and guided to install it DNS in that moment. If you decline the installation, the dcpromo task will be canceled also.