Short answer: Here is the list of base controls.
Long answer: Yes, there are many controls (such as buttons, text boxes, combo boxes, etc) already built into Flash / Flex.
Here is one tutorial I've found helpful that gives a brief intro to using some components (buttons) without using Flex Builder.
If you use something like Flex Builder, you will get full access to these objects in a friendly drag-and-drop environment, however, it is not necessary to purchase Adobe tools to develop with these, so long as you're comfortable using something like FlashDevelop or the free command-line mxmlc compiler.
Check out the fl.controls namespace in Adobe Live Docs for a complete list of these base controls included in Flash / Flex.
