No, FP is generally not included as part of Office (but that depends on what
version and edition you have).
There is a 99.9% chance you will have to purchase it separately.
If you purchased Office thinking FP was included, next time read the box
very carefully, as it lists the included programs in the Office suite.
If FP was on the Office CD, I expect you would install as part of the Office
suite in the normal manner, or you'd select "custom" install and select the
applications that didn't install as part of the 'standard/default'
installation.
Otherwise, it should come up with a menu or something showing the options
and programs you can install (after you insert the CD and it starts up
automatically etc).