All Android smartphones usually come with a pre-installed file explorer. However, off late I've noticed some Android devices come with only "Photos" app installed.
The 'Photos' app is also a file explorer but you can only browse photographs and videos on your SD card and internal memory using this app.
To be able to browse all documents, photographs, videos and other files, it is recommended to download and install a good free file explorer app from the Google Play Store.
I personally have used 'ES file explorer' and 'File Manager' apps and can vouch for great performance from both of them. Download the one of your choice.